Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions

Author: Hu Yaozhong  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.5, 2013-10, pp. : 859-916

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Abstract