Flow properties of differential equations driven by fractional Brownian motion
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.
math.PR↗
arXiv subjects
Publications and source records attributed to D. Nualart.
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.