|
|||||
|
|
Varadhan estimates for rough differential equations driven by fractional Brownian motions |
|
| Authors: | Fabrice Baudoin Cheng Ouyang Xuejing Zhang |
| Institution: | 1. Department of Mathematics, Purdue University, 150 N. University St., West Lafayette, IN 47907-2067, USA;2. Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago, 851 S. Morgan St., Chicago, IL 60607, USA |
| Abstract: | |
| Keywords: | Fractional Brownian motion Stochastic differential equation Varadhan estimates Rough path |
| 本文献已被 ScienceDirect 等数据库收录！ | |