Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488)
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| English | Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions |
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Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (English)
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15 June 2011
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fractional Brownian motion
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small times expansion
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Laplace method
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stochastic differential equation
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0.866716206073761
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0.8604118227958679
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0.8572180867195129
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0.8469968438148499
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0.8467136025428772
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