Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) (Q2117968)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) |
scientific article; zbMATH DE number 7495295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) |
scientific article; zbMATH DE number 7495295 |
Statements
Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) (English)
0 references
22 March 2022
0 references
Hurst exponent
0 references
Kolmogorov equations
0 references
0 references
