Flow properties of differential equations driven by fractional brownian motion

Laurent Decreusefond; David Nualart

doi:10.1142/9789812770639_0009

Flow properties of differential equations driven by fractional brownian motion

Laurent Decreusefond
, David Nualart

University of Kansas

Résultats de recherche: Le chapitre dans un livre, un rapport, une anthologie ou une collection › Chapitre › Revue par des pairs

Résumé

We prove that solutions of stochastic differential equations driven by fractional Brownian motion for H > 1=2 define flows of homeomorphisms on R^d.

langue originale	Anglais
titre	Stochastic Differential Equations
Sous-titre	Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii
Editeur	World Scientific Publishing Co.
Pages	249-262
Nombre de pages	14
ISBN (Electronique)	9789812770639
Les DOIs	https://doi.org/10.1142/9789812770639_0009
état	Publié - 1 janv. 2007

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10.1142/9789812770639_0009

Contient cette citation

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title = "Flow properties of differential equations driven by fractional brownian motion",

abstract = "We prove that solutions of stochastic differential equations driven by fractional Brownian motion for H > 1=2 define flows of homeomorphisms on Rd.",

author = "Laurent Decreusefond and David Nualart",

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year = "2007",

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Flow properties of differential equations driven by fractional brownian motion. / Decreusefond, Laurent; Nualart, David.
Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii. World Scientific Publishing Co., 2007. p. 249-262.

Résultats de recherche: Le chapitre dans un livre, un rapport, une anthologie ou une collection › Chapitre › Revue par des pairs

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AB - We prove that solutions of stochastic differential equations driven by fractional Brownian motion for H > 1=2 define flows of homeomorphisms on Rd.

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DO - 10.1142/9789812770639_0009

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BT - Stochastic Differential Equations

PB - World Scientific Publishing Co.

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Flow properties of differential equations driven by fractional brownian motion

Résumé

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