On a SDE driven by a fractional Brownian motion and with monotone drift.

Boufoussi, Brahim, and Ouknine, Youssef. "On a SDE driven by a fractional Brownian motion and with monotone drift.." Electronic Communications in Probability [electronic only] 8 (2003): 122-134. <http://eudml.org/doc/124518>.

@article{Boufoussi2003,
author = {Boufoussi, Brahim, Ouknine, Youssef},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {fractional Brownian motion; stochastic integrals; Girsanov transform},
language = {eng},
pages = {122-134},
publisher = {University of Washington},
title = {On a SDE driven by a fractional Brownian motion and with monotone drift.},
url = {http://eudml.org/doc/124518},
volume = {8},
year = {2003},
}

TY - JOUR
AU - Boufoussi, Brahim
AU - Ouknine, Youssef
TI - On a SDE driven by a fractional Brownian motion and with monotone drift.
JO - Electronic Communications in Probability [electronic only]
PY - 2003
PB - University of Washington
VL - 8
SP - 122
EP - 134
LA - eng
KW - fractional Brownian motion; stochastic integrals; Girsanov transform
UR - http://eudml.org/doc/124518
ER -