Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (Q287743): Difference between revisions
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Revision as of 23:31, 21 March 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)
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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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