Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
type: Item
instance of: scholarly article
title: Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
author: Hayate Yamagishi
author: Nakahiro Yoshida
published in: Stochastic Processes and their Applications
publication date: 2024-09-02T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 7904801
zbMATH Keywords: fractional stochastic differential equation
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: Skorohod integral
zbMATH Keywords: mixed normal distribution
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
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DOI: 10.1016/J.SPA.2024.104389
description: scientific article; zbMATH DE number 7904801