An Itô type formula for the fractional Brownian motion in Brownian time (Q2514291)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Itô type formula for the fractional Brownian motion in Brownian time |
scientific article |
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An Itô type formula for the fractional Brownian motion in Brownian time (English)
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3 February 2015
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fractional Brownian motion
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Itō type formula
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Malliavin calculus
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