Jacobi processes driven by fractional Brownian motion (Q514713)

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scientific article; zbMATH DE number 6693429
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English
Jacobi processes driven by fractional Brownian motion
scientific article; zbMATH DE number 6693429

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    Jacobi processes driven by fractional Brownian motion (English)
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    9 March 2017
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    Jacobi processes
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    fractional Brownian motion
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    Malliavin calculus
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