Stochastic Volterra equations driven by fractional Brownian motion (Q2355651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volterra equations driven by fractional Brownian motion |
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Stochastic Volterra equations driven by fractional Brownian motion (English)
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24 July 2015
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stochastic Volterra equations
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fractional Brownian motion
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derivative formula
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integration by parts formula
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Harnack type inequalities
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Malliavin calculus
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gradient estimate
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strong Feller property
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transportation cost inequalities
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