Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time (Q3465402)
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scientific article; zbMATH DE number 6534079
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| English | Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time |
scientific article; zbMATH DE number 6534079 |
Statements
21 January 2016
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fractional Brownian motion
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Brownian time
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change-of-variable formula
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Malliavin calculus
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0.8870966
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0.8757919
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0.8686328
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0.86813927
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0.8677251
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0.8668097
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0.86543304
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0.86502445
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