Semimartingale approximation of fractional Brownian motion and its applications (Q636573): Difference between revisions

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+Intégrale stochastique pour le mouvement brownien fractionnaire
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+Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Fubini theorem for anticipating stochastic integrals in Hilbert space
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