{"entities":{"Q4467379":{"pageid":6496978,"ns":120,"title":"Item:Q4467379","lastrevid":48281542,"modified":"2026-01-04T05:34:35Z","type":"item","id":"Q4467379","labels":{"en":{"language":"en","value":"OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK\u2013SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2071126"}},"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":"Q4467379$DA15F01B-911D-4F5C-BCD9-38BD6BAAA233","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f8e0ea208ec0212472dec6081a01885279af028b","datavalue":{"value":{"text":"OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK\u2013SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4467379$91B09B87-DCC1-40FE-BA90-C0A399B0A506","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"09b265a102a4d943244f55d68ad382d411a8334f","datavalue":{"value":"1180.91266","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$480B2621-0B24-46BF-B049-21C34B9B2587","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d997dd66e2e898232e7fc1aca7a0cd3225c34948","datavalue":{"value":"10.1142/S0219025703001432","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$ED2D05A7-99D4-4B0E-A9FD-EE4637C51A24","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"33dc48e1dcac8e39cbe43aa2e8d9fa4d68ae4352","datavalue":{"value":{"entity-type":"item","numeric-id":193742,"id":"Q193742"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$7912630F-C2E2-4E78-9499-471A789ECF07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"bdc3e17af6d166fc4f25b3031ccf7782265387d7","datavalue":{"value":{"entity-type":"item","numeric-id":358620,"id":"Q358620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$E8674507-28FA-4AB9-946C-0D9642B2CB64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f94eaecc1b2a2e63b08936dcac370cb1aeb98498","datavalue":{"value":{"entity-type":"item","numeric-id":185099,"id":"Q185099"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$AB346147-BDA6-48D0-8D17-CCEAF3E030FE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"cc05802818b7eba5faeeec0aded86ce90d892838","datavalue":{"value":{"entity-type":"item","numeric-id":2790327,"id":"Q2790327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$76D5D155-5C94-42A9-ABA0-47F1156139CD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2744e93b896629297ddbf39e93617c303c6be295","datavalue":{"value":{"time":"+2004-06-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4467379$EC37C939-2BB3-43E6-8E56-57638076E28A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$0A2F249D-1C0C-402F-AAAF-33D93D0F2B79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3e844445a9197d5b8407767855f608f68fe83301","datavalue":{"value":"91G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$256C573E-5B20-4BA3-9EED-510BDED1EDC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$5D17BE56-100B-4ECF-906F-12D653347AA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$2B7022C0-1109-4456-A9F3-02A294719435","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c3cf9a5de0a8841ed2a770fb40fa6d2bfc9dde8b","datavalue":{"value":"2071126","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4467379$B228F1C6-8F11-40B0-929A-D1D1DA1294B7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72dfa13fc434baaa117010069368f0f0be821428","datavalue":{"value":"fractional Brownian motions","type":"string"},"datatype":"string"},"type":"statement","id":"Q4467379$61852F6A-FA2B-450D-9F86-72471DA718A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"da5c8ab111837f76fff7dd9b2e54cc30fbb2672d","datavalue":{"value":"fractional It\u00f4 calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q4467379$3856D7D2-3059-456F-953B-78B2CB59B222","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4039ffbb5929e998257484f5ef36808298807f5f","datavalue":{"value":"fractional Black-Scholes market","type":"string"},"datatype":"string"},"type":"statement","id":"Q4467379$2B9A4E23-0574-4B54-954F-5EA9D792E28C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"87d49213a51251e08ec391c3e3959ac1b6e80ce7","datavalue":{"value":"quasi-conditional expectation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4467379$0784608B-40D8-4362-B576-4B8A96558DA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bc84a470f27eaad2f0435cf391cc8c0fc221552e","datavalue":{"value":"optimal consumption and portfolio","type":"string"},"datatype":"string"},"type":"statement","id":"Q4467379$2CE5BFA0-9AB8-438C-9012-174FE30E44F1","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":"Q4467379$6BFE89A3-4DD8-4697-95F9-935F0B051557","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d5ad3316beeed7dad021f73a36589d42b33d9c2","datavalue":{"value":{"entity-type":"item","numeric-id":5926477,"id":"Q5926477"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$AB7733CA-6EF5-4FDA-8CAE-1E3FB05A20F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5074977b91c98c27e6dd59476cc14e74381d443a","datavalue":{"value":{"entity-type":"item","numeric-id":675254,"id":"Q675254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$EDF515A5-97CC-4CB6-9434-DC065F1EAD28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0072ea70610ddd75740dc2f73583317d82a3f2c6","datavalue":{"value":{"entity-type":"item","numeric-id":4943736,"id":"Q4943736"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$8F418D4F-6679-4027-A978-4833918BDBDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8d4a2428da6eb837576cc82b43aef158e6cbedf","datavalue":{"value":{"entity-type":"item","numeric-id":1568192,"id":"Q1568192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$65E66875-6430-4C1B-9461-90C1344FABF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea917b7d6ec971bc8a3990d0258c368ec95f66f2","datavalue":{"value":{"entity-type":"item","numeric-id":1288464,"id":"Q1288464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$6841765F-AD31-425D-AAF6-A05ED2E7A837","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"978d694d2211d446b6363939bc32260d0b50946f","datavalue":{"value":{"entity-type":"item","numeric-id":4891671,"id":"Q4891671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$983D7965-D072-49D1-85E7-F13CF402AE9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14f2d5e5af7f019d2e35456f660d9968fba7b4af","datavalue":{"value":{"entity-type":"item","numeric-id":1374847,"id":"Q1374847"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$6860C28F-C222-4028-AC12-9B011D6874CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52e9376ee9e81955859a1712d59080a004ad217a","datavalue":{"value":{"entity-type":"item","numeric-id":3043488,"id":"Q3043488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$94B4D7D9-BF54-4E05-9AC8-5E2572CEF5A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"60f45623aad9ec66237a77951f671e020c8cc048","datavalue":{"value":{"entity-type":"item","numeric-id":1265972,"id":"Q1265972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$A3B73C99-D965-4E46-B2AD-01D3BE699E25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"254dea14a4015182cb2d2835d5b8203e96916591","datavalue":{"value":{"entity-type":"item","numeric-id":4357816,"id":"Q4357816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$3C6D479F-6B21-4182-901A-7BF68C982666","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9934295fc556ccec5f23433df834c612a41f2a4a","datavalue":{"value":{"entity-type":"item","numeric-id":4028298,"id":"Q4028298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$7243D3B0-EAA0-4FCD-8C0B-4CDF132988F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b2e1909c8b349b2b3cb1bf5ac1c5e40f6d597c46","datavalue":{"value":{"entity-type":"item","numeric-id":5570525,"id":"Q5570525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$DB621B16-417C-46EB-BAB2-33912EC86D01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccf298b7093af1e1b70215a338fa946e552fade6","datavalue":{"value":{"entity-type":"item","numeric-id":1304018,"id":"Q1304018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$9A946CFF-3D4D-4791-B1EB-CF131FC1E893","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c947425e26d213855bdbc9a3a4c2a1397ee61b69","datavalue":{"value":{"entity-type":"item","numeric-id":1904298,"id":"Q1904298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$B16A9AEF-D85B-4F2A-AFBA-98FB15E7EBBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"100941d1e58bd699806858ebef21acbb54fa91e1","datavalue":{"value":{"entity-type":"item","numeric-id":4372054,"id":"Q4372054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$6FF0E007-ACCB-4F76-B2A9-CD9E587A73FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"187134cf2003d68e72bf1d023245053e9fc9fca1","datavalue":{"value":{"entity-type":"item","numeric-id":4098998,"id":"Q4098998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$4EA88633-C9FC-4625-B1D1-7F3394D1D507","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21b011b2a46f5285c4ccf9ec4857f6f47bbc7ff2","datavalue":{"value":{"entity-type":"item","numeric-id":3137751,"id":"Q3137751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4467379$ECA4B741-FF5A-49CB-9FBF-DC0DFBA039E8","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cacf0c8f02b866637dcd8fc440be7fd16533d241","datavalue":{"value":{"entity-type":"item","numeric-id":3533350,"id":"Q3533350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ee07cd6796141fd23ee9b1986c1268aeb0091e5c","datavalue":{"value":{"amount":"+0.9442669749259948","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":"Q4467379$856F94EA-8F86-4210-8E59-9EA6CD75C7CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"11301eed43b38ce256e9f846a3931b5ff6b5884e","datavalue":{"value":{"entity-type":"item","numeric-id":5320558,"id":"Q5320558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b578dc1c48d99330a022ac9ba1e34170d70146a5","datavalue":{"value":{"amount":"+0.910292148590088","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":"Q4467379$43A155B1-87A3-47AC-B73B-78058CE17FD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f1ec23592e9900dff20ab3d6a5f02bc35a2f326d","datavalue":{"value":{"entity-type":"item","numeric-id":5319565,"id":"Q5319565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"37ed16ac431ede6605d65bcb15d89fbc2fa9a3d7","datavalue":{"value":{"amount":"+0.8769713640213013","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":"Q4467379$2CE40038-71FF-42EB-BEF5-FE4C93509AFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06f8f372088679618e4d631a60004287067204ed","datavalue":{"value":{"entity-type":"item","numeric-id":2712771,"id":"Q2712771"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"92a1e077bf0c74d681c500f4acb86fef1cf9d374","datavalue":{"value":{"amount":"+0.8730648159980774","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4467379$A3B40BD9-60E7-4961-97B6-05DC684CC8E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a23d24f7a2579f06202fabd3f93014ff0d98714c","datavalue":{"value":{"entity-type":"item","numeric-id":5503868,"id":"Q5503868"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f693b6ae0c3e0ee52d0961336d85e4e42356ee4e","datavalue":{"value":{"amount":"+0.8721790313720703","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":"Q4467379$934FE269-E1AE-4A64-8590-6A6B8019212D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4467379","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4467379"}}}}}