分数布朗运动驱动的随机微分方程解的梯度界
概率论
2011-02-23 v1
摘要
我们研究了由分数布朗运动驱动的随机微分方程解分布所满足的一些函数不等式。这些函数不等式是通过分数布朗运动路径空间上的新分部积分公式获得的。
引用
@article{arxiv.1102.4601,
title = {Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions},
author = {Fabrice Baudoin and Cheng Ouyang},
journal= {arXiv preprint arXiv:1102.4601},
year = {2011}
}
备注
The paper is dedicated to Pr. David Nualart 60th's birthday