| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9519534 | Comptes Rendus Mathematique | 2005 | 4 Pages |
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>14. To cite this article: F. Baudoin, L. Coutin, C. R. Acad. Sci. Paris, Ser. I 341 (2005).
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Fabrice Baudoin, Laure Coutin,