Flow properties of differential equations driven by fractional Brownian motion

Details Flow properties of differential equations driven by fractional Brownian motion Flow properties of differential equations driven by fractional Brownian motion

2006-06-09

arxiv.org/abs/math/0606214v1

Mathematics

Probability

Scientific paper

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

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