MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (Q3502800): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS |
scientific article |
Statements
MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (English)
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20 May 2008
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Malliavin calculus
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multiple stochastic integrals
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Watanabe distribution
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