Flow properties of differential equations driven by fractional Brownian motion

2006/06/09 by Decreusefond, L., Nualart, D.
#60H05 #60H07 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.math/0606214

Abstract

We prove that solutions of stochastic differential equations driven by fractional Brownian motion for H>1/2 define flows of homeomorphisms on ℝ^d.

Related

• Fractional Brownian flows
• Operators associated with stochastic differential equations driven by fractional Brownian motions
• Fractional Diffusion Bridges
• Rough differential equations in the flow approach
• Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions