Stochastic calculus with respect to fractional Brownian motion (Q2458944)

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Stochastic calculus with respect to fractional Brownian motion
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    title
    Stochastic calculus with respect to fractional Brownian motion (English)
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    DOI
    10.5802/afst.1113
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    author
    David Nualart
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    publication date
    5 November 2007
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    Mathematics Subject Classification ID
    60G15
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    60G22
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    60G18
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    60H05
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    zbMATH DE Number
    5208249
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    zbMATH Keywords
    stochastic integrals
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    Malliavin calculus
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    change of variable formulas
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