Weak solutions to stochastic differential equations driven by fractional brownian motion (Q3070168)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak solutions to stochastic differential equations driven by fractional brownian motion |
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Weak solutions to stochastic differential equations driven by fractional brownian motion (English)
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2 February 2011
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fractional Brownian motion
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Girsanov theorem
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weak solution
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