baudoin.ouyang:11:small-time¶
BibTeX Entry:
@article{baudoin.ouyang:11:small-time,
author = {Baudoin, Fabrice and Ouyang, Cheng},
doi = {10.1016/j.spa.2010.11.011},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60G22 (58J65 60F10 60H10)},
mrnumber = {2770906},
mrreviewer = {Kiyomasa Narita},
number = {4},
pages = {759--792},
title = {Small-time kernel expansion for solutions of stochastic differential equations driven by fractional {B}rownian motions},
url = {https://doi.org/10.1016/j.spa.2010.11.011},
volume = {121},
year = {2011}
}