Stochastic differential equations driven by multi-fractional Brownian motion and Poisson point process (Q3308044)
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scientific article; zbMATH DE number 7235067
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| English | Stochastic differential equations driven by multi-fractional Brownian motion and Poisson point process |
scientific article; zbMATH DE number 7235067 |
Statements
Stochastic Differential Equations Driven by Multifractional Brownian Motion and Poisson Point Process (English)
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12 August 2020
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stochastic differential equations
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multi-fractional Brownian motion
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fractional Wiener-Poisson space
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Poisson point process
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Girsanov theorem
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0.9193792939186096
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0.8481941223144531
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0.7953981757164001
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0.784054696559906
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0.7830952405929565
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