The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off


  • Azencott, Robert. Formule de Taylor stochastique et développement asymptotique d'intégrales de Feynman. (French) [Stochastic Taylor formula and asymptotic expansion of Feynman integrals] Seminar on Probability, XVI, Supplement, pp. 237--285, Lecture Notes in Math., 921, Springer, Berlin-New York, 1982. MR0658728
  • Ben Arous, Gérard. Flots et séries de Taylor stochastiques. (French) [Flows and stochastic Taylor series] Probab. Theory Related Fields 81 (1989), no. 1, 29--77. MR0981567
  • Baudoin, Fabrice. An introduction to the geometry of stochastic flows. Imperial College Press, London, 2004. x+140 pp. ISBN: 1-86094-481-7 MR2154760
  • Baudoin, Fabrice; Coutin, Laure. Operators associated with a stochastic differential equation driven by fractional Brownian motions. Stochastic Process. Appl. 117 (2007), no. 5, 550--574. MR2320949
  • Baudoin, Fabrice; Coutin, Laure. Self-similarity and fractional Brownian motions on Lie groups. Electron. J. Probab. 13 (2008), no. 38, 1120--1139. MR2424989
  • Castell, Fabienne. Asymptotic expansion of stochastic flows. Probab. Theory Related Fields 96 (1993), no. 2, 225--239. MR1227033
  • Decreusefond, Laurent; Nualart, David. Flow properties of differential equations driven by fractional Brownian motion. Stochastic differential equations: theory and applications, 249--262, Interdiscip. Math. Sci., 2, World Sci. Publ., Hackensack, NJ, 2007. MR2393579
  • Duistermaat, J. J.; Kolk, J. A. C. Lie groups. Universitext. Springer-Verlag, Berlin, 2000. viii+344 pp. ISBN: 3-540-15293-8 MR1738431
  • Y. Hu. Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions. phJournal of Theoretical Probability, To appear.
  • Magnus, Wilhelm. On the exponential solution of differential equations for a linear operator. Comm. Pure Appl. Math. 7, (1954). 649--673. MR0067873
  • Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S. Trees and asymptotic expansions for fractional stochastic differential equations. Ann. Inst. Henri Poincaré Probab. Stat. 45 (2009), no. 1, 157--174. MR2500233
  • Nualart, David; Răşcanu, Aurel. Differential equations driven by fractional Brownian motion. Collect. Math. 53 (2002), no. 1, 55--81. MR1893308
  • Hu, Yaozhong; Nualart, David. Differential equations driven by Hölder continuous functions of order greater than 1/2. Stochastic analysis and applications, 399--413, Abel Symp., 2, Springer, Berlin, 2007. MR2397797
  • Nualart, David; Saussereau, Bruno. Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Stochastic Process. Appl. 119 (2009), no. 2, 391--409. MR2493996
  • Ruzmaikina, A. A. Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion. J. Statist. Phys. 100 (2000), no. 5-6, 1049--1069. MR1798553
  • Strichartz, Robert S. The Campbell-Baker-Hausdorff-Dynkin formula and solutions of differential equations. J. Funct. Anal. 72 (1987), no. 2, 320--345. MR0886816
  • Young, L. C. An inequality of the Hölder type, connected with Stieltjes integration. Acta Math. 67 (1936), no. 1, 251--282. MR1555421
  • Zähle, M. Integration with respect to fractal functions and stochastic calculus. I. Probab. Theory Related Fields 111 (1998), no. 3, 333--374. MR1640795

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.