Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488): Difference between revisions
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Revision as of 00:47, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions |
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Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (English)
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15 June 2011
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fractional Brownian motion
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small times expansion
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Laplace method
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stochastic differential equation
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