Discretely sampled signals and the rough Hoff process (Q737171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely sampled signals and the rough Hoff process |
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Discretely sampled signals and the rough Hoff process (English)
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8 August 2016
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rough path theory
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lead-lag path
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Hoff process
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Wong-Zakai approximations
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Itō-Stratonovich correction
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