A stochastic calculus for Rosenblatt processes (Q2145804)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic calculus for Rosenblatt processes |
scientific article |
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A stochastic calculus for Rosenblatt processes (English)
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20 June 2022
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Rosenblatt process
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stochastic calculus
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Itô formula
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Skorokhod integral
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forward integral
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