Title of article :
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
Author/Authors :
Ivan Nourdin، نويسنده , , Thomas Simon، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Keywords :
Absolute continuity , Doss–Sussmann transformation , Newton–Coˆ tes SDE , fractional Brownian motion
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
