Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H
Kozachenko, Yu. V., Mishura, Yu. S.Volume:
75
Language:
english
Journal:
Theory of Probability and Mathematical Statistics
DOI:
10.1090/s0094-9000-08-00713-8
Date:
January, 2008
File:
PDF, 224 KB
english, 2008