Integral representation with adapted continuous integrand with respect to fractional Brownian motion (Q2937459)
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scientific article
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| English | Integral representation with adapted continuous integrand with respect to fractional Brownian motion |
scientific article |
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Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion (English)
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9 January 2015
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fractional Brownian motion
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adapted Hölder continuous process
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stochastic integral
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generalized Lebesgue-Stieltjes integral
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0.9416849613189696
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0.8873893022537231
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0.834015429019928
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0.8173237442970276
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