A stochastic Taylor-like expansion in the rough path theory

DOI10.1007/s10959-010-0287-6zbMath1203.60073arXiv1004.1476OpenAlexW2005218525MaRDI QIDQ1960239

Yuzuru Inahama

Publication date: 13 October 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.1476

zbMATH Keywords

Taylor expansionrough path

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems in probability theory (60F99)

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