1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.PR2005★ 1 cited
Operators associated with stochastic differential equations driven by fractional Brownian motions
Fabrice Baudoin, Laure Coutin
In this paper, by using a Taylor development type formula, we show how it is possible to associate differential operators with stochastic differential equations driven by a fractio…
math.PR2005
Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus
Laure Coutin, Peter Friz, Nicolas Victoir
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or ve…
math.PR1998
Fractional Brownian motion and the Markov Property
Philippe Carmona, Laure Coutin
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This repres…