Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion
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Publication:287743
DOI10.1214/16-EJP4144zbMath1338.60142arXiv1403.3181WikidataQ115240843 ScholiaQ115240843MaRDI QIDQ287743
Publication date: 23 May 2016
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.3181
60G22: Fractional processes, including fractional Brownian motion
60H07: Stochastic calculus of variations and the Malliavin calculus
60F99: Limit theorems in probability theory