13 citations · 13 across the 2 of their papers we have counts for
2 papers
math.PR2020
A -rough path above the space-time fractional Brownian motion
Xia Chen, Aurélien Deya, Cheng Ouyang +1
We construct a -rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension . This allows us to provide an interpretation and a uniqu…
math.PR2013★ 13 cited
Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
M. Besalú, A. Kohatsu-Higa, S. Tindel
In this paper we obtain Gaussian-type lower bounds for the density of solutions to stochastic differential equations (SDEs) driven by a fractional Brownian motion with Hurst parame…