New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion (Q6628953)
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scientific article; zbMATH DE number 7935196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion |
scientific article; zbMATH DE number 7935196 |
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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion (English)
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29 October 2024
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asymptotic expansion
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Wiener functional
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Malliavin calculus
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rough differential equation
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fractional Brownian motion
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