Stochastic derivatives for fractional diffusions (Q2456036): Difference between revisions

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+math/0604315
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+Equivalence of Volterra processes.
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+Stochastic embedding of Lagrangian systems.
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+Time reversal for drifted fractional Brownian motion with Hurst index \(H > 1/2\)
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+Q4131410
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+Q3704700
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+The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
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+Integration by parts and time reversal for diffusion processes
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+Q5552132
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+On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
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+Q4842684
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+Q4811448
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+Regularization of differential equations by fractional noise.
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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+Elements of Stochastic Calculus via Regularization
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+An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
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+Second order stochastic differential equations and non-Gaussian reciprocal diffusions
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+An inequality of the Hölder type, connected with Stieltjes integration
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+Integration with respect to fractal functions and stochastic calculus. I
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