Mutual information for stochastic differential equations driven by fractional Brownian motion (Q3077709): Difference between revisions
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Revision as of 10:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mutual information for stochastic differential equations driven by fractional Brownian motion |
scientific article |
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Mutual information for stochastic differential equations driven by fractional Brownian motion (English)
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22 February 2011
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mutual information
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fractional Brownian motion
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Girsanov transformation
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innovation process
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