Trees and asymptotic expansions for fractional stochastic differential equations

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 45, Issue 1, 2009, Pages 157-174

  Neuenkirch, A ^a   Nourdin, I ^b   Rossler A ^c   Tindel, S ^d  

^a GOETHE UNIVERSITY   (Germany)

^b SORBONNE UNIVERSITÉ   (France)

^c DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

^d UNIVERSITÉ HENRI POINCARÉ NANCY 1   (France)

Author keywords

Fractional Brownian motion; Stochastic differential equations; Trees expansions

Indexed keywords

EID: 70449650535     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/07-AIHP159     Document Type: Article

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