On some fractional stochastic delay differential equations

Integration with respect to fractal functions and stochastic calculus. I

Martina Zähle · Probability Theory and Related Fields · 1998 · 612 citations · Full text

Engineering, Mathematics, Probability Theory +13

Stochastic Calculus with Respect to Gaussian Processes

Elisa Alòs, Olivier Mazet, David Nualart · The Annals of Probability · 2001 · 551 citations · Full text

Engineering, Mathematics, Physics +11

Differential equations driven by fractional Brownian motion

David Nualart, Aurel Răşcanu · Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona) · 2002 · 436 citations · Full text

Engineering, Mathematics, Physics +14

Stochastic integration with respect to the fractional Brownian motion

Elisa Alòs, David Nualart · Stochastics and stochastics reports · 2003 · 237 citations

Engineering, Mathematics, Probability Theory +12

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H

Marco Ferrante, Carles Rovira · Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona) · 2006 · 82 citations · Full text

Engineering, Physics, Differential Equations +10