Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 (Q4634144)
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scientific article; zbMATH DE number 7051506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 |
scientific article; zbMATH DE number 7051506 |
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Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 (English)
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7 May 2019
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asymptotic expansions
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multivariate fractional Brownian motion
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rough path integral
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stochastic differential equation
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