Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\) (Q1002552): Difference between revisions
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Revision as of 18:35, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\) |
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Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\) (English)
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2 March 2009
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asymptotic expansion
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fractional Brownian motion
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Malliavin calculus
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stochastic differential equation
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