Flow properties of differential equations driven by fractional {B}rownian motion

L. Decreusefond (1, 2) , D. Nualart (3)

1 LTCI - Laboratoire Traitement et Communication de l'Information
2 Télécom ParisTech
3 Department of Mathematics

We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.

Domaines: Probabilités [math.PR]

L. Decreusefond, D. Nualart. Flow properties of differential equations driven by fractional {B}rownian motion. Baxendale, P. and Lototsky, S. Stochastic Differential Equations: Theory and Applications, World Scientific, pp.249--262, 2007. ⟨hal-00160831⟩