Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) (Q2117968)
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scientific article; zbMATH DE number 7495295
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| English | Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) |
scientific article; zbMATH DE number 7495295 |
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Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) (English)
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22 March 2022
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Hurst exponent
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Kolmogorov equations
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0.8321438431739807
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0.8123698234558105
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0.7966834306716919
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0.7947292327880859
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0.793359637260437
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