Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H

By Marco Ferrante, C. Rovira. 2006

86 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ffe155c4ef4e8b585aadc9a6a0bf36edd546745b

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1. C. Rovira
2. Marco Ferrante

Citations in the corpus

• Convergence of delay differential equations driven by fractional Brownian motion (2009, methodology): “In a previous paper [1] we obtain the existence and uniqueness of solution and the smoothness of the density when H > 1/2 under strong hypothesis, using only techniques of the classical stochastic calculus.”