Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2

Darses, Sébastien; Nourdin, Ivan

doi:10.3150/08-BEJ124

Download

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

Permalink
https://hdl.handle.net/10993/19289

DOI
10.3150/08-BEJ124

Files (1)Send to Details Statistics Bibliography Similar publications

Files

Full Text

dn-asymp.pdf

Publisher postprint (232.62 kB)

Download

All documents in ORBilu are protected by a user license.

Send to

RIS BibTex APA Chicago Permalink X Linkedin

Details

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

Publisher :

Chapman & Hall, London, United Kingdom

Volume :

Issue :

Pages :

822-837

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 23 December 2014

Statistics

Number of views

56 (1 by Unilu)

Number of downloads

105 (0 by Unilu)

More statistics

Scopus citations^®

Scopus citations^®
without self-citations

WoS citations^™