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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 5
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Original Articles

Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions

Yaozhong Hu Department of Mathematics, University of Kansas, 405 Snow Hall, Lawrence, KS, 66045-2142, USACorrespondence[email protected]
Pages 859-916 | Received 05 Sep 2008, Accepted 05 Mar 2012, Published online: 10 Apr 2012

Citations (7)

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Read on this site (1)

Yaozhong Hu. (2018) Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter . Stochastics 90:5, pages 720-761.
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Articles from other publishers (6)

Yifang Sun. (2023) Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion. Optimal Control Applications and Methods 44:6, pages 3282-3305.
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Mingyu Liu, Jing Xie & Yonggui Kao. (2023) Stochastic bounded consensus for multi-agent systems with fractional Brownian motions via sliding mode control. Applied Mathematics and Computation 446, pages 127879.
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Min Li, Yaozhong Hu, Chengming Huang & Xiong Wang. (2023) Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. Journal of Computational and Applied Mathematics 420, pages 114804.
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David Nualart, Yanghui Liu & Yaozhong Hu. (2016) Taylor schemes for rough differential equations and fractional diffusions. Discrete and Continuous Dynamical Systems - Series B 21:9, pages 3115-3162.
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Yaozhong Hu & Khoa N. Lê. 2016. Stochastics of Environmental and Financial Economics. Stochastics of Environmental and Financial Economics 81 99 .
Fabrice Baudoin & Xuejing Zhang. (2012) Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions. Electronic Journal of Probability 17:none.
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