An asymptotic expansion of the norm of $e^{-|{t-s}|}{1}_{\{0\le s,t\le T\}}$ in the canonical Hilbert space of fractional Brownian motion

Documenti analoghi

• New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
  di: Takahashi, Akihiko, et al.
  Pubblicazione: (2023)
• An Itô-Wentzell formula for the fractional Brownian motion
  di: Maia, Luís
  Pubblicazione: (2024)
• Stochastic equations with singular drift driven by fractional Brownian motion
  di: Butkovsky, Oleg, et al.
  Pubblicazione: (2023)
• Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
  di: Dareiotis, Konstantinos, et al.
  Pubblicazione: (2025)
• An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
  di: Fontes, Ramiro
  Pubblicazione: (2026)