Author： Saussereau Bruno
Publisher： Taylor & Francis Ltd
ISSN： 1744-2508
Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.84, Iss.1, 2012-02, pp. : 1-19
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Abstract
We study the family of solutions of differential equations driven by fractional Brownian motions when the Hurst parameter varies between 1/2 and 1. The drift and the diffusion coefficient may also vary in a family of differentiable functions. We prove that there exists a finite covering of this set of solutions by open balls of
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