Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. |
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Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (English)
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21 November 2006
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Kolmogorov backwards equation
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linear stochastic equation
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