Reference : Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19289
Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2
English
Darses, Sébastien []
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2008
Bernoulli
Chapman & Hall
14
3
822-837
Yes
International
1350-7265
London
UK
http://hdl.handle.net/10993/19289

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