ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½)
BESALÚ, MIREIA; NUALART, DAVID
- 期刊名称Stochastics and Dynamics
- 作者BESALÚ, MIREIA; NUALART, DAVID
- 卷第11卷
- 印刷ISSN0219-4937
- 电子ISSN1793-6799
- 文件大小258.42KB
- 发表时间2011-09
- DOI10.1142/S0219493711003267
- 页码243-263