Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions (Q456193)
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scientific article; zbMATH DE number 6098134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions |
scientific article; zbMATH DE number 6098134 |
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Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions (English)
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23 October 2012
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fractional Brownian motion
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Taylor expansion
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