Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion (Q6620103)
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scientific article; zbMATH DE number 7927522
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| English | Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7927522 |
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Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion (English)
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16 October 2024
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stochastic differential equations
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fractional Brownian motion
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Malliavin calculus
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0.9096710681915284
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0.8190969824790955
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0.7965409159660339
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0.7962546348571777
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