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Flow properties of differential equations driven by fractional Brownian motion

L. Decreusefond·D. Nualart
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Abstract

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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L. Decreusefond, D. Nualart. 2006-06-09. Flow properties of differential equations driven by fractional Brownian motion. https://arxiv.org/abs/math/0606214

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