Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400): Difference between revisions

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Property / DOI: 10.1007/s11071-011-0183-3 / rank
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Latest revision as of 17:33, 9 December 2024

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Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
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    Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (English)
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    17 July 2012
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    stochastic differential equation
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    fractional Brownian motion
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    reducibility
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    Itô formula
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