On the Laplace-type asymptotics and the stochastic Taylor expansion for Ito functionals of Brownian rough paths, (ブラウニアンラフパスの伊藤汎関数に対する ラプラス型漸近挙動と確率テイラー展開について)

Hiroshi Kawabi

Research output: Contribution to journalArticle

Original languageJapanese
Pages (from-to)139-152
Number of pages14
JournalProceedings of RIMS Workshop on Stochastic Analysis and Applications, RIMS Kokyuroku Bessatsu
VolumeB6
Publication statusPublished - 2008

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