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On the Laplace-type asymptotics and the stochastic Taylor expansion for Ito functionals of Brownian rough paths (Proceedings of RIMS Workshop on Stochastic Analysis and Applications)

机译：关于布朗粗糙路径的Ito功能的Laplace型渐近性和随机泰勒展开（RIMS随机分析和应用研讨会的论文集）

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INAHAMA Yuzuru; KAWABI Hiroshi;
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年度 2008
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正文语种 en
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1. Asymptotic expansions for the Laplace approximations for Ito functionals of Brownian rough paths [J] . Inahama Y, Kawabi H Journal of Functional Analysis . 2007 ,第1期

机译：布朗粗糙路径的Ito泛函的Laplace逼近的渐近展开
2. Approximations of the Brownian rough path with applications to stochastic analysis [J] . Peter Friz, Nicolas Victoir Annales de l'Institut Henri Poincare. Probabilites et Statistiques . 2005 ,第4期

机译：布朗粗糙路径的近似及其在随机分析中的应用
3. A Stochastic Taylor-Like Expansion in the Rough Path Theory [J] . Yuzuru Inahama Journal of Theoretical Probability . 2010 ,第3期

机译：粗糙路径理论中的随机泰勒式展开
4. Asymptotic analysis of a kernel estimator for stochastic differential equations driven by a mixed sub-fractional Brownian motion [C] . Abdelmalik Keddi, Fethi Madani, Amina Angelika Bouchentouf International Conference on Mathematics and Information Technology . 2020

机译：混合次分数布朗运动驱动的随机微分方程核估计的渐近分析
5. Rough path theory and applications to stochastic analysis. [D] . Friz, Peter K. 2004

机译：粗糙路径理论及其在随机分析中的应用。
6. Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion [O] . Xinwen Zhang, Dehao Ruan -1

机译：由布朗运动和分数布朗运动驱动的中立型随机泛函偏微分方程的指数稳定性。
7. Some Topics connected with Gaugeability for Feynman-Kac Functionals (Proceedings of RIMS Workshop on Stochastic Analysis and Applications) [O] . TAKEDA Masayoshi 2008

机译：与Feynman-Kac泛函的可度量性相关的一些主题（RIMS随机分析和应用研讨会的论文集）

On the Laplace-type asymptotics and the stochastic Taylor expansion for Ito functionals of Brownian rough paths (Proceedings of RIMS Workshop on Stochastic Analysis and Applications)

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