A small noise asymptotic expansion for Young SDE driven by fractional Brownian motion: a sharp error estimate with Malliavin calculus (Q3194571)
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scientific article; zbMATH DE number 6496699
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| English | A small noise asymptotic expansion for Young SDE driven by fractional Brownian motion: a sharp error estimate with Malliavin calculus |
scientific article; zbMATH DE number 6496699 |
Statements
A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus (English)
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20 October 2015
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Young stochastic differential equation
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fractional Brownian motion
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asymptotic expansion
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Malliavin calculus
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Young integrals
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0.8932080268859863
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0.8173633813858032
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0.8013491034507751
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0.7874600291252136
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