Stochastic calculus with respect to the fractional Brownian motion (Q2989904)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to the fractional Brownian motion |
scientific article |
Statements
Stochastic calculus with respect to the fractional Brownian motion (English)
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8 June 2017
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fractional Brownian motion
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Itô's formula
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empirical quantiles
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