On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (Q2484680)
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scientific article; zbMATH DE number 2189666
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| English | On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) |
scientific article; zbMATH DE number 2189666 |
Statements
On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (English)
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1 August 2005
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Maruama notation
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stochastic differential equation
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stochastic calculus of fractional order
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Taylor's series of fractional order
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0.7868345379829407
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0.780349612236023
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0.7759547829627991
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