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scientific article; zbMATH DE number 5220425
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scientific article; zbMATH DE number 5220425

    Statements

    publication date
    16 December 2007
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    zbMATH Keywords
    fractional Brownian motion
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    path-wise integral
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    stochastic differential equation
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    Malliavin derivative
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    author
    Yuliya S. Mishura
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    Georgiy M. Shevchenko
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    Identifiers

    zbMATH DE Number
    5220425
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