On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions (Q4560339): Difference between revisions

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Revision as of 16:22, 5 March 2024

scientific article; zbMATH DE number 6991895
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On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions
scientific article; zbMATH DE number 6991895

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    On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions (English)
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    11 December 2018
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    small maturity limit
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    mathematical foundations in non-Markovian situations
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    rough differential equations
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