On a SDE driven by a fractional Brownian motion and with monotone drift (Q1768214)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a SDE driven by a fractional Brownian motion and with monotone drift |
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On a SDE driven by a fractional Brownian motion and with monotone drift (English)
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14 March 2005
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fractional Brownian motion
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stochastic integrals
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Girsanov transform
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