Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives (Q1703897)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives |
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Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives (English)
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8 March 2018
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fractional Brownian motion
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first hitting time
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Malliavin calculus
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