Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 (Q5488653)
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scientific article; zbMATH DE number 5056193
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| English | Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 |
scientific article; zbMATH DE number 5056193 |
Statements
Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 (English)
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22 September 2006
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divergence operator
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0.8613039255142212
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0.8213516473770142
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0.8200091123580933
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0.8125157356262207
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