Trees and asymptotic expansions for fractional stochastic differential equations
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Publication:838310
DOI10.1214/07-AIHP159zbMath1172.60017OpenAlexW1976327731MaRDI QIDQ838310
Ivan Nourdin, Andreas Neuenkirch, Samy Tindel, Andreas Rößler
Publication date: 24 August 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/78013
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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