Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives (Q1703897)
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scientific article; zbMATH DE number 6848041
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| English | Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives |
scientific article; zbMATH DE number 6848041 |
Statements
Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives (English)
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8 March 2018
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fractional Brownian motion
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first hitting time
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Malliavin calculus
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0.8142858147621155
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0.8057663440704346
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0.8042102456092834
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0.8007165193557739
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