Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion (Q2796736)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion |
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Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion (English)
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29 March 2016
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stochastic functional differential equation
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fractional Brownian motion
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segment process
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shift Harnack inequality
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integration by parts formula
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