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Comptes Rendus Mathématique
Volume 341, n° 1
pages 39-42 (juillet 2005)
Doi : 10.1016/j.crma.2005.05.010
Received : 18 May 2004 ;  accepted : 3 May 2005
Étude en temps petit des solutions dʼEDS conduites par des mouvements browniens fractionnaires
SDE solutions, at small times, driven by fractional Brownian motions
 

Fabrice Baudoin , Laure Coutin
Laboratoire de probabilités et statistiques, université Paul-Sabatier, 118, route de Narbonne, 31062 Toulouse cedex 4, France 

Résumé

Nous étudions les propriétés en temps petit de lʼopérateur   où   est la solution dʼ une équation différentielle stochastique conduite par des mouvements browniens fractionnaires de même paramètre de Hurst  . Pour citer cet article : F. Baudoin, L. Coutin, C. R. Acad. Sci. Paris, Ser. I 341 (2005).

The full text of this article is available in PDF format.
Abstract

We study, in small times, the properties of the operator  , where   is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter  . To cite this article: F. Baudoin, L. Coutin, C. R. Acad. Sci. Paris, Ser. I 341 (2005).

The full text of this article is available in PDF format.


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