scientific article; zbMATH DE number 7655921
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Publication:5878596
zbMATH Open1506.60060MaRDI QIDQ5878596FDOQ5878596
M. M. Vas'kovskii, I. V. Kachan
Publication date: 21 February 2023
Full work available at URL: https://doklady.belnauka.by/jour/article/view/533
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asymptotic expansionsstochastic differential equationrough paths theorymultivariate fractional Brownian motionGubinelli's derivative
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Stochastic differential equations. An introduction with applications.
- Differential equations driven by fractional Brownian motion
- Controlling rough paths
- A course on rough paths. With an introduction to regularity structures
- Trees and asymptotic expansions for fractional stochastic differential equations
- Operators associated with a stochastic differential equation driven by fractional Brownian motions
Cited In (7)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion
- Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions
- Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
- Trees and asymptotic expansions for fractional stochastic differential equations
- Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent
- On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob-Meyer theorem for rough paths of the arbitrary positive Hölder index
- Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3
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