A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711): Difference between revisions

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+Central limit theorems for non-linear functionals of Gaussian fields
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+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
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+Stochastic analysis, rough path analysis and fractional Brownian motions.
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+Asymptotics of particle trajectories in infinite one-dimensional systems with collisions
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+\(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
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+Curvilinear integrals along enriched paths
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+Differential equations driven by Gaussian signals
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+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
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+Diffusion with “collisions” between particles
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+Q3774629
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+On quadratic variation of processes with Gaussian increments
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+Differential equations driven by rough signals
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+The Malliavin Calculus and Related Topics
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+Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
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