Mutual information for stochastic differential equations driven by fractional Brownian motion (Q3077709)
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English | Mutual information for stochastic differential equations driven by fractional Brownian motion |
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Mutual information for stochastic differential equations driven by fractional Brownian motion (English)
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22 February 2011
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mutual information
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fractional Brownian motion
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Girsanov transformation
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innovation process
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