Mutual information for stochastic differential equation with subfractional noises (Q2854186)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mutual information for stochastic differential equation with subfractional noises |
scientific article |
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Mutual information for stochastic differential equation with subfractional noises (English)
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17 October 2013
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subfractional Brownian motion
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mutual information
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Girsanov transform
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innovation process
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