Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter \(H>1/2\) (Q2833707)
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scientific article; zbMATH DE number 6656313
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| English | Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter \(H>1/2\) |
scientific article; zbMATH DE number 6656313 |
Statements
Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter <i>H</i>>1/2 (English)
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25 November 2016
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stochastic functional differential equation
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infinite memory
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fractional Brownian motion
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0.9300943613052368
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0.8980472683906555
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0.8894347548484802
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0.8667480945587158
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