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Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 |
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| Authors: | Maksim Vaskouski Ilya Kachan |
| Affiliation: | 1. Department of Higher Mathematics, Belarusian State University, Minsk, Belarusvaskovskii_m@mail.ru;3. Department of Higher Mathematics, Belarusian State University, Minsk, Belarus |
| Abstract: | |
| Keywords: | Asymptotic expansions multivariate fractional Brownian motion rough path integral stochastic differential equation |