Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Gradinaru, Mihai, Nourdin, Ivan (2003)
Electronic Journal of Probability [electronic only]
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Gradinaru, Mihai, Nourdin, Ivan (2003)
Electronic Journal of Probability [electronic only]
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Yong, Jiongmin (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Darses, Sebastien, Saussereau, Bruno (2007)
Electronic Journal of Probability [electronic only]
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Ghomrasni, Raouf (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Theodore Allen Burton, D. P. Dwiggins (2010)
Mathematica Bohemica
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In this paper we study a linear integral equation , its resolvent equation , the variation of parameters formula , and a perturbed equation. The kernel, , satisfies classical smoothness and sign conditions assumed in many real-world problems. We study the effects of perturbations of and also the limit sets of the resolvent. These results lead us to the study of nonlinear perturbations.
Aleksander S. Cherny (2001)
Séminaire de probabilités de Strasbourg
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Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
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John B. Walsh (1993)
Séminaire de probabilités de Strasbourg
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