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Alexandre Richard

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Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives

 Alexandre Richard , Denis Talay
Vladimir Panov. Modern Problems of Stochastic Analysis and Statistics, Springer, pp.219-236, 2017, 978-3-319-65313-6. ⟨10.1007/978-3-319-65313-6_9⟩
Chapitre d'ouvrage hal-01620377v1