A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus (Q3194571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus |
scientific article |
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A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus (English)
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20 October 2015
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Young stochastic differential equation
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fractional Brownian motion
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asymptotic expansion
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Malliavin calculus
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Young integrals
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