Stochastic calculus with respect to fractional Brownian motion (Q2458944): Difference between revisions
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Revision as of 22:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to fractional Brownian motion |
scientific article |
Statements
Stochastic calculus with respect to fractional Brownian motion (English)
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5 November 2007
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stochastic integrals
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Malliavin calculus
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change of variable formulas
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