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Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2
16 references·1 citing·36 second hop
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91 cited
  • 2000Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion59 cited
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    • 2009Stochastic differential equations driven by fractional Brownian motions16 cited