Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions (Q5268386): Difference between revisions
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Latest revision as of 09:59, 30 July 2024
scientific article; zbMATH DE number 6733300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions |
scientific article; zbMATH DE number 6733300 |
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Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions (English)
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20 June 2017
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stochastic functional differential equations
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Bismut formula
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fractional Brownian motion
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Harnack inequality
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Malliavin calculus
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