A singular stochastic differential equation driven by fractional Brownian motion
- Author
- YAOZHONG HU1 ; NUALART, David1 ; XIAOMING SONG1
[1] Department of Mathematics, University of Kansas, Lawrence, KS, 66045, United States - Source
Statistics & probability letters. 2008, Vol 78, Num 14, pp 2075-2085, 11 p ; ref : 1/4 p
- CODEN
- SPLTDC
- ISSN
- 0167-7152
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- 60H05 primary 60H10 secondary 60H07
- Keyword (fr)
- Calcul Malliavin Equation singulière Moment statistique Méthode statistique Temps continu Théorie probabilité 60H10 62E17 Mouvement brownien fractionnaire Paramètre Hurst
- Keyword (en)
- Malliavin calculus Singular equation Statistical moment Statistical method Continuous time Probability theory Fractional brownian motion
- Keyword (es)
- Cálculo Malliavin Ecuación singular Momento estadístico Método estadístico Tiempo continuo Teoría probabilidad
- Classification
- 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
- 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 / 001A02H01I Stochastic analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20675663
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/j.spl.2008.01.080 
https://dx.doi.org/10.1016/j.spl.2008.01.080
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