Mutual information for stochastic differential equations driven by fractional Brownian motion (Q3077709)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mutual information for stochastic differential equations driven by fractional Brownian motion |
scientific article |
Statements
Mutual information for stochastic differential equations driven by fractional Brownian motion (English)
0 references
22 February 2011
0 references
mutual information
0 references
fractional Brownian motion
0 references
Girsanov transformation
0 references
innovation process
0 references
