Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\) (Q1002552)
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scientific article; zbMATH DE number 5521481
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| English | Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\) |
scientific article; zbMATH DE number 5521481 |
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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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0.8607774972915649
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0.848359227180481
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0.8222702741622925
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0.7914482951164246
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