Rough path analysis via fractional calculus (Q3625582)
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English | Rough path analysis via fractional calculus |
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Rough path analysis via fractional calculus (English)
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5 May 2009
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rough path
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fractional calculus
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integral
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integration by parts
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differential equation
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stability
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stochastic differential equation
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Wong-Zakai approximation
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convergence rate
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