Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions (Q5247359): Difference between revisions

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Latest revision as of 23:44, 9 July 2024

scientific article; zbMATH DE number 6429981
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English
Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions
scientific article; zbMATH DE number 6429981

    Statements

    Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions (English)
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    24 April 2015
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    integration by parts formula
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    stochastic differential equations
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    fractional Brownian motion
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    shift Harnack inequality
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    Identifiers

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