Pages that link to "Item:Q456193"

The following pages link to Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions (Q456193):

Displaying 7 items.

• Perturbed linear rough differential equations (Q397791) (← links)
• Taylor schemes for rough differential equations and fractional diffusions (Q727475) (← links)
• A formula of small time expansion for Young SDE driven by fractional Brownian motion (Q893911) (← links)
• Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
• Sensitivity of rough differential equations: an approach through the omega lemma (Q1690299) (← links)
• On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\) (Q2301477) (← links)
• The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)