The rough path associated to the multidimensional analytic fBm with any Hurst parameter (Q545670)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rough path associated to the multidimensional analytic fBm with any Hurst parameter |
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The rough path associated to the multidimensional analytic fBm with any Hurst parameter (English)
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22 June 2011
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rough paths theory
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stochastic differential equations
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fractional Brownian motion
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