Approximation of stochastic differential equations driven by step fractional Brownian motion (Q2898827)

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scientific article; zbMATH DE number 6054983
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Approximation of stochastic differential equations driven by step fractional Brownian motion
scientific article; zbMATH DE number 6054983

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    12 July 2012
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    stochastic differential equations
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    approximation
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    step fractional Brownian motion
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    Approximation of stochastic differential equations driven by step fractional Brownian motion (English)
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