Weak symmetric integrals with respect to the fractional Brownian motion (Q1660633)
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scientific article; zbMATH DE number 6919024
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| English | Weak symmetric integrals with respect to the fractional Brownian motion |
scientific article; zbMATH DE number 6919024 |
Statements
Weak symmetric integrals with respect to the fractional Brownian motion (English)
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16 August 2018
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fractional Brownian motion
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Stratonovich integrals
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Malliavin calculus
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Itô formula in law
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0.8756561875343323
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0.835185170173645
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0.8057317137718201
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0.8047002553939819
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0.8041686415672302
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