Viability for differential equations driven by fractional Brownian motion (Q833296): Difference between revisions

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+Stochastic calculus with respect to Gaussian processes
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+The viability theorem for stochastic differential inclusions<sup>2</sup>
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+Viability of moving sets for stochastic differential equation.
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+Stochastic integration with respect to fractional Brownian motion
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Viability for constrained stochastic differential equations
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Differential equations driven by fractional Brownian motion
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+An inequality of the Hölder type, connected with Stieltjes integration
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+Integration with respect to fractal functions and stochastic calculus. I
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