Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions (Q5410813)

From MaRDI portal
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

    Statements

    Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions (English)
    0 references
    0 references
    17 April 2014
    0 references
    fractional Brownian motions
    0 references
    fractional calculus
    0 references
    differential equations driven by rough pathes
    0 references
    Hu-Meyer formula
    0 references
    multiple Itō integral
    0 references
    multiple Stratonovich integral
    0 references
    Malliavin calculus
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references