Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (Q287743): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H07 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F99 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6583757 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
rough path theory | |||
Property / zbMATH Keywords: rough path theory / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Malliavin calculus | |||
Property / zbMATH Keywords: Malliavin calculus / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
fractional Brownian motion | |||
Property / zbMATH Keywords: fractional Brownian motion / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
short time asymptotic expansion | |||
Property / zbMATH Keywords: short time asymptotic expansion / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115240843 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1403.3181 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 13:21, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion |
scientific article |
Statements
Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (English)
0 references
23 May 2016
0 references
rough path theory
0 references
Malliavin calculus
0 references
fractional Brownian motion
0 references
short time asymptotic expansion
0 references