Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232): Difference between revisions

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+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+Q4865042
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+Stochastic integration with respect to fractional Brownian motion
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+Itô's formula with respect to fractional Brownian motion and its application
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+Stochastic analysis of the fractional Brownian motion
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