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Latest revision as of 18:30, 5 March 2024
scientific article; zbMATH DE number 2096685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2096685 |
Statements
6 September 2004
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fractional Brownian motion
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self-similar process
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stochastic integral
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Malliavin calculus
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Itô's formula
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stochastic differential equations driven by fractional Brownian motion
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