Mutual information for stochastic differential equations driven by fractional Brownian motion (Q3077709): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:48, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mutual information for stochastic differential equations driven by fractional Brownian motion |
scientific article |
Statements
Mutual information for stochastic differential equations driven by fractional Brownian motion (English)
0 references
22 February 2011
0 references
mutual information
0 references
fractional Brownian motion
0 references
Girsanov transformation
0 references
innovation process
0 references