Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (Q287743): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:04, 30 January 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
