Fractional Brownian motion: theory and applications (Q4226120)
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scientific article; zbMATH DE number 1243166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion: theory and applications |
scientific article; zbMATH DE number 1243166 |
Statements
Fractional Brownian motion: theory and applications (English)
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27 January 1999
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anticipating stochastic calculus
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fractional Brownian motion
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stochastic integral
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