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>1/2 define flows of homeomorphisms on Rd.
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}
}
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