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Article (Scientific journals)
Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2
Darses, Sébastien
;
NOURDIN, Ivan
2008
•
In
Bernoulli, 14
(3), p. 822-837
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/19289
DOI
10.3150/08-BEJ124
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Disciplines :
Mathematics
Author, co-author :
Darses, Sébastien
NOURDIN, Ivan
;
University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2
Publication date :
2008
Journal title :
Bernoulli
ISSN :
1350-7265
eISSN :
1573-9759
Publisher :
Chapman & Hall, London, United Kingdom
Volume :
14
Issue :
3
Pages :
822-837
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 23 December 2014
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