Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Cheng Ouyang / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5908011 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
small times expansion | |||
| Property / zbMATH Keywords: small times expansion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Laplace method | |||
| Property / zbMATH Keywords: Laplace method / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
Normal rank | |||
Revision as of 11:05, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions |
scientific article |
Statements
Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (English)
0 references
15 June 2011
0 references
fractional Brownian motion
0 references
small times expansion
0 references
Laplace method
0 references
stochastic differential equation
0 references
