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Showing 2010 · math.PRShow all
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math.PR2010
Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang
In this paper we show that under some assumptions, for a -dimensional fractional Brownian motion with Hurst parameter , the density of solution of stochastic differential…
math.PR2010★ 187 cited
SPDE in Hilbert Space with Locally Monotone Coefficients
Wei Liu, Michael Röckner
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical res…