A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (Q552993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter |
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A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (English)
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26 July 2011
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linear stochastic differential equation
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fractional Brownian motion
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stochastic calculus
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Itô formula
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