Rough path analysis via fractional calculus (Q3625582)

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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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