Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion (Q2162176): Difference between revisions
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Revision as of 06:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion |
scientific article |
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Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion (English)
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5 August 2022
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stochastic differential equations
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fractional Brownian motion
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Girsanov theorem
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