Title of article
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
Author/Authors
Ivan Nourdin، نويسنده , , Thomas Simon، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2006
Pages
6
From page
907
To page
912
Keywords
Absolute continuity , Doss–Sussmann transformation , Newton–Coˆ tes SDE , fractional Brownian motion
Journal title
Statistics and Probability Letters
Serial Year
2006
Journal title
Statistics and Probability Letters
Record number
140718
Link To Document