Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time (Q3465402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time |
scientific article |
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21 January 2016
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fractional Brownian motion
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Brownian time
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change-of-variable formula
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Malliavin calculus
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math.PR
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