A stochastic Taylor-like expansion in the rough path theory (Q1960239)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5799415
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A stochastic Taylor-like expansion in the rough path theory |
scientific article; zbMATH DE number 5799415 |
Statements
A stochastic Taylor-like expansion in the rough path theory (English)
0 references
13 October 2010
0 references
For a family of Ito maps indexed by a small parameter a Taylor expansion in the context of rough path theory is established. There are treated several cases of the roughness \(p\) including \(p=2,3,\dots\). As an application, the Laplace asymptotics for Ito functionals of Brownian rough paths is analyzed.
0 references
rough path
0 references
Taylor expansion
0 references
0 references
0 references
0 references
0.8492518067359924
0 references
0.8346216678619385
0 references
0.78981614112854
0 references
0.7826868295669556
0 references
0.7634851336479187
0 references
