Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (Q287743): Difference between revisions

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Property / Mathematics Subject Classification ID: 60F99 / rank
 
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Property / Mathematics Subject Classification ID: 60G22 / rank
 
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rough path theory
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Malliavin calculus
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fractional Brownian motion
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short time asymptotic expansion
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Latest revision as of 13:21, 18 April 2024

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Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion
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    Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (English)
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    23 May 2016
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    rough path theory
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    Malliavin calculus
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    fractional Brownian motion
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    short time asymptotic expansion
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