Itô's formula for linear fractional PDEs (Q3541201)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô's formula for linear fractional PDEs |
scientific article |
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Itô's formula for linear fractional PDEs (English)
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25 November 2008
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heat equation
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fractional Brownian motion
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Itô's formula
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stochastic integral
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