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dc.contributor.author | Baudoin, Fabrice |
---|---|
dc.contributor.author | Nualart, Eulàlia |
dc.contributor.author | Ouyang, Cheng |
dc.contributor.author | Tindel, Samy |
dc.date | 2016 |
dc.identifier.citation | Baudoin F, Nualart E, Ouyang C, Tindel S. On probability laws of solutions to differential systems driven by a fractional Brownian motion. Ann Probab. 2016;44(4): 2554-90. DOI: 10.1214/15-AOP1028 |
dc.identifier.citation | 0091-1798 |
dc.identifier.citation | http://dx.doi.org/10.1214/15-AOP1028 |
dc.identifier.uri | http://hdl.handle.net/10230/34392 |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Institute of Mathematical Statistics (IMS) |
dc.relation | The Annals of Probability. 2016;44(4): 2554-90. |
dc.relation | info:eu-repo/grantAgreement/EC/FP7/333938 |
dc.rights | © Institute of Mathematical Statistics, 2016 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Fractional Brownian motion |
dc.subject | Rough paths |
dc.subject | Malliavin calculus |
dc.subject | Hitting probability |
dc.title | On probability laws of solutions to differential systems driven by a fractional Brownian motion |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.description.abstract | |
dc.description.abstract |