Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>>1/2 (Q3541200): Difference between revisions

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Latest revision as of 20:11, 28 June 2024

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Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>&gt;1/2
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    Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>&gt;1/2 (English)
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    25 November 2008
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    Fractional Brownian motion
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    stochastic integral
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    Malliavin derivative
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    divergence operator
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