Operators associated with a stochastic differential equation driven by fractional Brownian motions-Reference-Cited by-同舟云学术

Operators associated with a stochastic differential equation driven by fractional Brownian motions

Published:2007-05 Issue:5 Volume:117 Page:550-574
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Baudoin Fabrice,Coutin Laure

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference20 articles.

1. An Introduction to the Geometry of Stochastic Flows;Baudoin,2004

2. Flots et séries de Taylor stochastiques;Arous;Probab. Theory Related Fields,1989

3. On polynomial chaos and integrability;Borell;Probab. Math. Statist.,1984

4. Asymptotic expansion of stochastic flows;Castell;Probab. Theory Related Fields,1993

5. P. Cheridito, D. Nualart, Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H in (0, 1/2), preprint

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