Stochastic Differential Equations Driven by Multifractional Brownian Motion and Poisson Point Process (Q3308044): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.4208/jpde.v32.n4.5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3000525263 / rank
 
Normal rank

Latest revision as of 00:54, 20 March 2024

scientific article
Language Label Description Also known as
English
Stochastic Differential Equations Driven by Multifractional Brownian Motion and Poisson Point Process
scientific article

    Statements

    Stochastic Differential Equations Driven by Multifractional Brownian Motion and Poisson Point Process (English)
    0 references
    0 references
    0 references
    0 references
    12 August 2020
    0 references
    stochastic differential equations
    0 references
    multi-fractional Brownian motion
    0 references
    fractional Wiener-Poisson space
    0 references
    Poisson point process
    0 references
    Girsanov theorem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references