Stochastic derivatives for fractional diffusions (Q2456036)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic derivatives for fractional diffusions |
scientific article |
Statements
Stochastic derivatives for fractional diffusions (English)
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17 October 2007
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Stochastic derivatives
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Nelson's derivative
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fractional Brownian motion
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fractional differential equation
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Malliavin calculus
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