Stochastic differential equations for fractional Brownian motions
- Author
- COUTIN, L1 ; QIAN, Z1 2
[1] Laboratoire de statistique et probabilités, Université Paul-Sabatier, 118, route de Narbonne, 31062 Toulouse, France
[2] CNRS, France - Source
Comptes rendus de l'Académie des sciences. Série 1, Mathématique. = Comptes rendus de l'Académie des sciences. Série 1. Mathematics. 2000, Vol 331, Num 3, pp 75-80 ; ref : 12 ref
- CODEN
- CASMEI
- ISSN
- 0764-4442
- Scientific domain
- Mathematics; Physics
- Publisher
- Elsevier, Paris
- Publication country
- France
- Document type
- Article
- Language
- English
- Keyword (fr)
- Convergence Equation différentielle Equation stochastique Mouvement brownien Intégrale itérée Mouvement fractionnaire Paramètre Hurst Théorème convergence
- Keyword (en)
- Convergence Differential equation Stochastic equation Brownian motion Iterated integral Fractional motion Hurst parameter Convergence theorem
- Keyword (es)
- Convergencia Ecuación diferencial Ecuación estocástica Movimiento browniano
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E07 Ordinary differential equations
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 14188881
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S0764-4442(00)01594-9 
https://dx.doi.org/10.1016/S0764-4442(00)01594-9
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