Backward SDEs driven by Gaussian processes (Q740188)
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scientific article; zbMATH DE number 6338761
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| English | Backward SDEs driven by Gaussian processes |
scientific article; zbMATH DE number 6338761 |
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Backward SDEs driven by Gaussian processes (English)
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2 September 2014
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backward stochastic differential equations
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Gaussian processes
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fractional Brownian motion
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Wick-Itō integration
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0.8543606400489807
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0.8224108815193176
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0.8126447200775146
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0.8046721816062927
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0.8000544905662537
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