Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions (Q5410813)
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scientific article; zbMATH DE number 6286608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions |
scientific article; zbMATH DE number 6286608 |
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Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions (English)
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17 April 2014
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fractional Brownian motions
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fractional calculus
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differential equations driven by rough pathes
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Hu-Meyer formula
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multiple Itō integral
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multiple Stratonovich integral
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Malliavin calculus
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