The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching (Q5018039)
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scientific article; zbMATH DE number 7449350
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| English | The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching |
scientific article; zbMATH DE number 7449350 |
Statements
The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching (English)
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17 December 2021
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stochastic differential equation
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Malliavin calculus
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fractional Brownian motion
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Markovian switching
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0.9366628
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0.93299365
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0.9222008
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0.91417384
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0.90502435
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0.9020594
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