Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires

Fabrice Baudoin; Laure Coutin

doi:10.1016/j.crma.2005.05.010

Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires

Fabrice Baudoin^*
, Laure Coutin

^*Corresponding author af dette arbejde

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

4 Citationer (Scopus)

Abstract

We study, in small times, the properties of the operator P_t (f)(x) = E(f(X_t^x)), where (X_t^x)_t≥0 is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter H > 1/4.

Bidragets oversatte titel	SDE solutions, at small times, driven by fractional Brownian motions
Originalsprog	Fransk
Tidsskrift	Comptes Rendus Mathematique
Vol/bind	341
Nummer	1
Sider (fra-til)	39-42
Antal sider	4
ISSN	1631-073X
DOI	https://doi.org/10.1016/j.crma.2005.05.010
Status	Udgivet - 1 jul. 2005
Udgivet eksternt	Ja

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title = "{\'E}tude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires",

abstract = "We study, in small times, the properties of the operator Pt (f)(x) = E(f(Xtx)), where (Xtx)t≥0 is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter H > 1/4.",

author = "Fabrice Baudoin and Laure Coutin",

year = "2005",

month = jul,

day = "1",

doi = "10.1016/j.crma.2005.05.010",

language = "Fransk",

volume = "341",

pages = "39--42",

journal = "Comptes Rendus Mathematique",

issn = "1631-073X",

publisher = "Academie des sciences",

number = "1",

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TY - JOUR

T1 - Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires

AU - Baudoin, Fabrice

AU - Coutin, Laure

PY - 2005/7/1

Y1 - 2005/7/1

N2 - We study, in small times, the properties of the operator Pt (f)(x) = E(f(Xtx)), where (Xtx)t≥0 is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter H > 1/4.

AB - We study, in small times, the properties of the operator Pt (f)(x) = E(f(Xtx)), where (Xtx)t≥0 is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter H > 1/4.

UR - https://www.scopus.com/pages/publications/21644437890

U2 - 10.1016/j.crma.2005.05.010

DO - 10.1016/j.crma.2005.05.010

M3 - Tidsskriftartikel

AN - SCOPUS:21644437890

SN - 1631-073X

VL - 341

SP - 39

EP - 42

JO - Comptes Rendus Mathematique

JF - Comptes Rendus Mathematique

IS - 1

ER -

Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires

Abstract

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