Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (Q287743): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F99 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6583757 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
rough path theory | |||
| Property / zbMATH Keywords: rough path theory / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
short time asymptotic expansion | |||
| Property / zbMATH Keywords: short time asymptotic expansion / rank | |||
Normal rank | |||
Revision as of 20:02, 27 June 2023
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
