Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

Differential equations driven by rough signals

Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text

Engineering, Mathematics, Differential Equations +14

Stochastic Analysis of the Fractional Brownian Motion

Laurent Decreusefond, Ali Süleyman Üstünel · Potential Analysis · 1999 · 770 citations

Engineering, Mathematics, Physics +14

An inequality of the Hölder type, connected with Stieltjes integration

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

Natural Sciences, Property Law, Probability Theory +3

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

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