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Property / DOI: 10.1016/j.spl.2011.10.002 / rank
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Property / author
 
Property / author: Guang Jun Shen / rank
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Property / author
 
Property / author: Chao Chen / rank
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Property / author
 
Property / author: Guang Jun Shen / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.10.002 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W2075002336 / rank
 
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Latest revision as of 17:02, 9 December 2024

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Stochastic integration with respect to the sub-fractional Brownian motion with
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    Stochastic integration with respect to the sub-fractional Brownian motion with (English)
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    18 May 2012
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    Malliavin calculus
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    sub-fractional Brownian motion
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    stochastic integration
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    Itô formula
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    Tanaka formula
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