Asymptotic expansions at any time for scalar fractional SDEs…对于标量分数,随时可以渐近展开.pdfVIP

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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

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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