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scientific article; zbMATH DE number 2034523
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| English | No label defined |
scientific article; zbMATH DE number 2034523 |
Statements
28 January 2004
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fractional Brownian motion
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stochastic differential equation
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Girsanov theorem
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0.8933258056640625
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0.877088189125061
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0.8561068773269653
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0.8511393070220947
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0.8454539775848389
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