Forward integration of bounded variation coefficients with respect to Hölder continuous processes (Q6103218)
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scientific article; zbMATH DE number 7691565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward integration of bounded variation coefficients with respect to Hölder continuous processes |
scientific article; zbMATH DE number 7691565 |
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Forward integration of bounded variation coefficients with respect to Hölder continuous processes (English)
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2 June 2023
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forward integral
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fractional Brownian motion
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Malliavin calculus
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stochastic differential equations
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