Flow properties of differential equations driven by fractional Brownian motion

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dc.creatorDecreusefond, L.
dc.creatorNualart, D.
dc.date2006-06-09
dc.date.accessioned2026-07-07T07:17:08Z
dc.date.available2026-07-07T07:17:08Z
dc.descriptionWe prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.
dc.identifierhttps://arxiv.org/abs/math/0606214
dc.identifierhttp://arxiv.org/abs/math/0606214
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/113831
dc.subjectProbability
dc.subject60H05; 60H07
dc.titleFlow properties of differential equations driven by fractional Brownian motion
dc.typetext

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