Guy Jumarie. On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion. Appl. Math. Lett., 18(7):817-826, 2005. [doi]
@article{Jumarie05a,
title = {On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion},
author = {Guy Jumarie},
year = {2005},
doi = {10.1016/j.aml.2004.09.012},
url = {http://dx.doi.org/10.1016/j.aml.2004.09.012},
researchr = {https://researchr.org/publication/Jumarie05a},
cites = {0},
citedby = {0},
journal = {Appl. Math. Lett.},
volume = {18},
number = {7},
pages = {817-826},
}