Stochastic differential equations driven by fractional Brownian motion (Q1726714): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2018.06.012 / rank
 
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Latest revision as of 08:30, 18 July 2024

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Stochastic differential equations driven by fractional Brownian motion
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    Stochastic differential equations driven by fractional Brownian motion (English)
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    20 February 2019
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    stochastic differential equation
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    fractional Brownian motion
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    comparison theorem
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