A formula of small time expansion for Young SDE driven by fractional Brownian motion (Q893911)
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scientific article; zbMATH DE number 6512834
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| English | A formula of small time expansion for Young SDE driven by fractional Brownian motion |
scientific article; zbMATH DE number 6512834 |
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A formula of small time expansion for Young SDE driven by fractional Brownian motion (English)
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23 November 2015
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Young SDE
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fractional Brownian motion
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small time expansion
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Malliavin calculus
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Young integrals
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0.8932080268859863
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0.7971537113189697
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0.7945878505706787
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