Flow properties of differential equations driven by fractional Brownian motion
概率论
2007-05-23 v1
摘要
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for define flows of homeomorphisms on .
引用
@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}
}