An integral functional driven by fractional Brownian motion (Q2000147)
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scientific article
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| English | An integral functional driven by fractional Brownian motion |
scientific article |
Statements
An integral functional driven by fractional Brownian motion (English)
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28 June 2019
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fractional Brownian motion
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Malliavin calculus
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local time
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fractional Itô formula
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Cauchy's principal value
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0.8350684642791748
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0.8242851495742798
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0.8071909546852112
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0.807045578956604
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0.8047575950622559
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