Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010)
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scientific article; zbMATH DE number 7193966
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| English | Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) |
scientific article; zbMATH DE number 7193966 |
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Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (English)
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27 April 2020
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derivative and divergence operators in the Malliavin calculus sense
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Doss transformation
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fractional integrals and derivatives
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Itô formula
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Malliavin calculus for fBm
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Stratonovich stochastic differential equation
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symmetric stochastic integration
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