scientific article; zbMATH DE number 2096685
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Publication:4811448
zbMath1063.60080MaRDI QIDQ4811448
Publication date: 6 September 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fractional Brownian motionMalliavin calculusstochastic integralItô's formulaself-similar processstochastic differential equations driven by fractional Brownian motion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
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