"New asymptotic expansion formula via Malliavin calculus and its ..."

Akihiko Takahashi, Toshihiro Yamada (2023)

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DOI: 10.48550/ARXIV.2306.13405

access: open

type: Informal or Other Publication

metadata version: 2023-06-28

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  - journals/corr/abs-2306-13405
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  - https://dblp.org/rec/journals/corr/abs-2306-13405
Akihiko Takahashi, Toshihiro Yamada:
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion. CoRR abs/2306.13405 (2023)

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