Journal of Differential Equations · 2008 · 111 citations · 16 references
EngineeringElectrical EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesKernel MethodsLarge DeviationsNumerical Methods For Differential EquationsStochastic Differential EquationsConvergence For Singular SolutionsLarge Deviations PrincipleNumerical Methods For Stochastic Differential EquationsPathwise Large DeviationsVolterra Equations
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Stochastic Analysis of the Fractional Brownian Motion
Laurent Decreusefond, Ali Süleyman Üstünel · Potential Analysis · 1999 · 770 citations
Engineering, Mathematics, Physics +14