Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (Q287743)
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scientific article
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| English | Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion |
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Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion (English)
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23 May 2016
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rough path theory
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Malliavin calculus
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fractional Brownian motion
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short time asymptotic expansion
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0.8849629759788513
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0.866716206073761
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0.8632746338844299
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0.8584734201431274
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