A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion

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Bibliographic Details
Main Authors:	De Vecchi, Francesco C., Giordano, Luca M., Morale, Daniela, Ugolini, Stefania
Format:	Preprint
Published:	2020
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2002.05281