Flow Properties of Differential Equations Driven by Fractional Brownian Motion

Laurent Decreusefond, David Nualart

Type: Book-Chapter

Publication Date: 2007-04-01

Citations: 10

DOI: https://doi.org/10.1142/9789812770639_0009

Abstract

We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.

Locations

Interdisciplinary mathematical sciences - View
arXiv (Cornell University) - View - PDF
HAL (Le Centre pour la Communication Scientifique Directe) - View
DataCite API - View

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