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Asymptotic expansions at any time for scalar fractional SDEs…对于标量分数,随时可以渐近展开.pdf
Bernoulli 14(3), 2008, 822–837
DOI: 10.3150/08-BEJ124
Asymptotic expansions at any time for scalar
fractional SDEs with Hurst index H 1/2
8
0 ´ 1 2
0 SEBASTIEN DARSES and IVAN NOURDIN
2 1
Boston University, Department of Mathematics and Statistics, 111 Cummington Street, Boston,
t MA 02215, USA. E-mail: darses@math.bu.edu
c 2
O
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