Fractional Brownian Flows
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DOI: 10.1007/s10959-008-0185-3
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- Baudoin, Fabrice & Coutin, Laure, 2007. "Operators associated with a stochastic differential equation driven by fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 117(5), pages 550-574, May.
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Keywords
Stochastic flows; Fractional Brownian motion; Manifolds;All these keywords.
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