Mutual information for stochastic differential equations driven by fractional Brownian motion (Q3077709)
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scientific article; zbMATH DE number 5855823
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| default for all languages | No label defined |
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| English | Mutual information for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 5855823 |
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Mutual information for stochastic differential equations driven by fractional Brownian motion (English)
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22 February 2011
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mutual information
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fractional Brownian motion
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Girsanov transformation
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innovation process
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0.8496143221855164
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0.753825843334198
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0.7380585670471191
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0.7379534244537354
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0.7342878580093384
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