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Property / DOI: 10.1016/j.cnsns.2017.08.001 / rank
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Latest revision as of 12:15, 17 December 2024

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Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
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    Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (English)
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    21 October 2020
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    stochastic differential equations
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    stochastic integration
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    Gaussian and non-Gaussian white noise
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    fractional Brownian motion
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    Wick calculus
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