{"entities":{"Q2573629":{"pageid":2584372,"ns":120,"title":"Item:Q2573629","lastrevid":48598111,"modified":"2026-01-05T08:27:11Z","type":"item","id":"Q2573629","labels":{"en":{"language":"en","value":"Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \\(H \\in (0,\\frac {1}{2})\\)"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2231407"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2573629$D32B0402-9F6C-40B3-9E86-B9A87416DC49","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6480068883f5a76c08a355fa9b583fa5ac392e4b","datavalue":{"value":{"text":"Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \\(H \\in (0,\\frac {1}{2})\\)","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2573629$D4370FFD-7D53-4F4B-A4C8-09B2081F89B1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9bd1a68feb520c6faa7c559f67ab9161d0f002e4","datavalue":{"value":"1083.60027","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$98E06B5A-D7B0-424A-81F6-600C995ABA82","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"abf87dfcdcf6631d6a5f84733bc7387a789b7bdc","datavalue":{"value":{"entity-type":"item","numeric-id":358146,"id":"Q358146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2573629$C3991FA4-78C7-46ED-A8D4-E0F89474350B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d371aa15dbf45ea80a39c178d6020c0ed6f1265","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2573629$B2D23D10-402B-45FC-A871-8B3584DB67B6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2573629$21658A03-F92F-40D4-8CE6-674087DC8559","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4bdc0ef30ef09ae596e5098dc0403362d54aa573","datavalue":{"value":{"time":"+2005-11-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2573629$ED0D3C25-1A5C-46DE-A529-3B9C6DA0250F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"75a1ef64a1d3740f4ef1dc7558cd05cbc57a7fbf","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_2005__41_6_1049_0","type":"string"},"datatype":"url"},"type":"statement","id":"Q2573629$726B9294-12C5-4C40-9F7D-7BF6038B77F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"4bfb9551e22dbce6039c0d9fe7238bc4e3477311","datavalue":{"value":"https://eudml.org/doc/77878","type":"string"},"datatype":"url"},"type":"statement","id":"Q2573629$EA5FA2EC-C422-4539-99AE-3F58B324674B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"25ae54cd0887597d3c5d9b17e3cc532039419b88","datavalue":{"value":"This article is devoted to the construction of the extended stochastic integral with respect to the fractional Brownian motion. Using the duality with the stochastic derivative the authors construct the integral with the help of integration by part formula on the Wiener space and establish its properties for the wide set of Hurst parameters. The It\u00f4 and Tanaka formulas also are presented. For the It\u00f4 formula the authors use the localization arguments in order to avoid the moment restrictions. The comparison with symmetric integral with respect to the fractional Brownian motion is given.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2573629$E0535466-1DB0-47B9-85F6-CBD4C72D222A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$409BD75E-2A82-49B4-89E7-E8A9C75EC041","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$DC62C118-D1DC-43C5-BFE6-3FB6C9AB0D33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$74D432B6-8185-4C84-98BD-333B7CDCE93C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6adb269029abead7d196ff98d86da9840769c75a","datavalue":{"value":"2231407","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$1CB6A117-6487-4D67-9E6A-C706DFA544A4","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"55341f20d3c84feca8129b2faa744dfa31224dee","datavalue":{"value":"extended stochastic integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q2573629$C13C22C3-0BDB-4FE8-AD57-51FF02B41893","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"306b097f54f3bff02313ac2f5a4cf43c5f09ba27","datavalue":{"value":"symmetric integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q2573629$34BFFF37-772D-41D5-8AF9-3A96EBA85705","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"1273965b53f25035bbd548f9a165aa23bf259aa9","datavalue":{"value":{"entity-type":"item","numeric-id":392769,"id":"Q392769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2573629$548F33AA-0E65-402A-B380-A836A624F332","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2573629$1BB71BBB-862C-46BF-8AAC-67AB449F4F73","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7fa4095b5e01442ec0aeea22e9d426d5ee1fe01b","datavalue":{"value":"W2045046809","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$B8EE65FE-651F-472A-B6BB-9278B373A2C2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"def6e584f7f0d58a29998355357af4052c9d3be0","datavalue":{"value":"10.1016/J.ANIHPB.2004.09.004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2573629$609952A2-B629-4858-AB6D-74C33CF6CD61","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4d4a41f5566d98bace5041918eb5a368e0baa58","datavalue":{"value":{"entity-type":"item","numeric-id":4707544,"id":"Q4707544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8eb2ffbd31067ef333d23bca80a62380a76fe7b0","datavalue":{"value":{"amount":"+0.878056526184082","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2573629$50A2E318-C303-4E3C-BBEC-B0BF8466775C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3d7d891646679c012582e691664f9536b8789240","datavalue":{"value":{"entity-type":"item","numeric-id":1868111,"id":"Q1868111"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8eb2ffbd31067ef333d23bca80a62380a76fe7b0","datavalue":{"value":{"amount":"+0.878056526184082","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2573629$030BA1CA-BE31-4F29-B9F2-2B3E2CFB8422","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f15a6a4e8794e98fe9443dfdee6b64ad7ef4af4d","datavalue":{"value":{"entity-type":"item","numeric-id":1411879,"id":"Q1411879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e3d431d2124f24a23b23d1ad0ce07cb90fdb0bed","datavalue":{"value":{"amount":"+0.8596273064613342","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2573629$E6DE1BDD-5CB7-4CF7-A5CE-983AF6C50D64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1d2b3241917c8d66fec6ff16db2ece19638fa28b","datavalue":{"value":{"entity-type":"item","numeric-id":5950098,"id":"Q5950098"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c9dfe3f777431bb2830b37b4abb19a8b1a0b3d8","datavalue":{"value":{"amount":"+0.8588646650314331","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2573629$2790A916-7F4A-4F43-9962-6AFAEDC79126","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"854ebbe7565389e614544490381b7f9f65eebc9c","datavalue":{"value":{"entity-type":"item","numeric-id":2175010,"id":"Q2175010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ac6d851747097bbf4ea30ba66038ee1682af03e8","datavalue":{"value":{"amount":"+0.8568683862686157","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2573629$81EACF0D-4347-45EE-8D91-D0705A9C0578","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2573629","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2573629"}}}}}