Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions (Q5247359)
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scientific article; zbMATH DE number 6429981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions |
scientific article; zbMATH DE number 6429981 |
Statements
Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions (English)
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24 April 2015
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integration by parts formula
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stochastic differential equations
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fractional Brownian motion
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shift Harnack inequality
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