Some linear fractional stochastic equations (Q5485914)
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scientific article; zbMATH DE number 5051480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some linear fractional stochastic equations |
scientific article; zbMATH DE number 5051480 |
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Some linear fractional stochastic equations (English)
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4 September 2006
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fractional Brownian motion
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fractional Brownian sheet
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multiple stochastic integral
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Girsanov transform
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