Backward SDEs driven by Gaussian processes (Q740188): Difference between revisions
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Revision as of 01:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward SDEs driven by Gaussian processes |
scientific article |
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Backward SDEs driven by Gaussian processes (English)
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2 September 2014
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backward stochastic differential equations
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Gaussian processes
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fractional Brownian motion
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Wick-Itō integration
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