On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions (Q4560339)
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scientific article; zbMATH DE number 6991895
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| English | On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions |
scientific article; zbMATH DE number 6991895 |
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On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions (English)
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11 December 2018
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small maturity limit
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mathematical foundations in non-Markovian situations
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rough differential equations
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0.9304314
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0.91803145
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0.91405934
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0.91221946
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0.9092735
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0.90643585
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0.90620196
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