New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion.

Autor: Takahashi, Akihiko1 (AUTHOR), Yamada, Toshihiro2 (AUTHOR) toshihiro.yamada@r.hit-u.ac.jp
Zdroj: Asymptotic Analysis. 2024, Vol. 140 Issue 1/2, p37-58. 22p.
Databáze: Academic Search Ultimate
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