On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (Q2493853)
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scientific article; zbMATH DE number 5033122
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| English | On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion |
scientific article; zbMATH DE number 5033122 |
Statements
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (English)
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16 June 2006
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absolute continuity
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Doss-Sussmann transformation
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fractional Brownian motion
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Newton-Côtes SDE
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0.8269454836845398
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0.8239465355873108
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0.8211314678192139
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0.8189226388931274
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