A nonlinear stochastic differential equation driven by a fractional Brownian motion (Q4984437)
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scientific article; zbMATH DE number 7338919
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| English | A nonlinear stochastic differential equation driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7338919 |
Statements
26 April 2021
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fractional Brownian motion
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Malliavin derivative
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stochastic differential equations
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weak solution
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self-stabilizing process
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0.8910108208656311
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0.8904754519462585
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0.8727925419807434
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0.8579363226890564
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