A formula of small time expansion for Young SDE driven by fractional Brownian motion
type: Item
instance of: scholarly article
title: A formula of small time expansion for Young SDE driven by fractional Brownian motion
zbMATH Open document ID: 1330.60076
author: Toshihiro Yamada
published in: Statistics \& Probability Letters
publication date: 2015-11-23T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6512834
zbMATH Keywords: Young SDE
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: small time expansion
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Young integrals
MaRDI profile type: Publication
full work available at URL: j.spl.2015.02.011
OpenAlex ID: W2060186637
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DOI: 10.1016/J.SPL.2015.02.011
description: scientific article; zbMATH DE number 6512834