A formula of small time expansion for Young SDE driven by fractional Brownian motion (Q893911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A formula of small time expansion for Young SDE driven by fractional Brownian motion |
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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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