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Differential equations driven by fractional Brownian motion

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2007A version of Hörmander’s theorem for the fractional Brownian motion83 cited
2008Delay equations driven by rough paths83 cited
2008The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

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2008Rough path analysis via fractional calculus80 cited

2006Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H79 cited

2013Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than $1/2$ and random dynamical systems75 cited

2016Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions69 cited

2006Operators associated with a stochastic differential equation driven by fractional Brownian motions69 cited

2007An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion65 cited

2012Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion64 cited