科研之友
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摘要
In this paper, we establish a Taylor-like expansion in the context of rough path theory for a family of It maps indexed by a small parameter. We treat not only the case that the roughness p satisfies [p]=2, but also the case that [p]a parts per thousand yen3. As an application, we discuss the Laplace asymptotics for It functionals of Brownian rough paths.
- 出版日期2010-9
