STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H > 1/2
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Publication:3144365
DOI10.1142/S0219493712500049zbMath1261.60066arXiv1003.1584OpenAlexW2159848637MaRDI QIDQ3144365
Publication date: 7 December 2012
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.1584
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)
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Cites Work
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