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The 1-d stochastic wave equation driven by a fractional Brownian sheet

Lluís Quer-Sardanyons, Samy Tindel

Stochastic Processes and their Applications · 2007 · 63 citations · 26 references

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References

26

An inequality of the Hölder type, connected with Stieltjes integration

Louise Young · Acta Mathematica · 1936 · 743 citations · Full text

, , +3

Integration with respect to fractal functions and stochastic calculus. I

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

, , +13

Controlling rough paths

Massimiliano Gubinelli · Journal of Functional Analysis · 2004 · 606 citations

, , +12

Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s

Robert C. Dalang · Electronic Journal of Probability · 1999 · 541 citations · Full text

, , +15

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

, , +14