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Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires ; SDE solutions, at small times, driven by fractional Brownian motions

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  • Author(s): Baudoin, Fabrice; Coutin, Laure
  • Source:
    Baudoin , F & Coutin , L 2005 , ' Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires ' , Comptes Rendus Mathematique , bind 341 , nr. 1 , s. 39-42 . https://doi.org/10.1016/j.crma.2005.05.010
  • Document Type:
    article in journal/newspaper
  • Language:
    French
  • Additional Information
    • Publication Date:
      2005
    • Collection:
      Aarhus University: Research
    • Abstract:
      We study, in small times, the properties of the operator P t (f)(x) = E(f(X t x )), where (X t x ) t≥0 is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter H > 1/4.
    • Relation:
      https://pure.au.dk/portal/en/publications/51c9ad61-a298-4769-a436-ecae927f00be
    • Accession Number:
      10.1016/j.crma.2005.05.010
    • Online Access:
      https://doi.org/10.1016/j.crma.2005.05.010
      https://pure.au.dk/portal/en/publications/51c9ad61-a298-4769-a436-ecae927f00be
      http://www.scopus.com/inward/record.url?scp=21644437890&partnerID=8YFLogxK
    • Rights:
      info:eu-repo/semantics/openAccess
    • Accession Number:
      edsbas.E8998A64