Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761): Difference between revisions

@@ Property / author @@
-Gazanfer Ünal
@@ Property / author: Gazanfer Ünal / rank @@
-Normal rank
@@ Property / author @@
+Gazanfer Ünal
@@ Property / author: Gazanfer Ünal / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11071-007-9312-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2053597989
@@ Property / OpenAlex ID: W2053597989 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
+Normal rank
@@ Property / cites work @@
+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
+Normal rank
@@ Property / cites work @@
+The Method of an Exact Linearization of n-order Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q3764976
@@ Property / cites work: Q3764976 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5776300
@@ Property / cites work: Q5776300 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank