English

Flow properties of differential equations driven by fractional Brownian motion

Probability 2007-05-23 v1

Abstract

We prove that solutions of stochastic differential equations driven by fractional Brownian motion for H>1/2H>1/2 define flows of homeomorphisms on Rd\mathbb{R}^{d}.

Cite

@article{arxiv.math/0606214,
  title  = {Flow properties of differential equations driven by fractional Brownian motion},
  author = {L. Decreusefond and D. Nualart},
  journal= {arXiv preprint arXiv:math/0606214},
  year   = {2007}
}