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MR1741154
(2001g:60129)
60H05
(60G15 60G18 60H30)
Duncan, Tyrone E.; Hu, Yaozhong; Pasik-Duncan, Bozenna Stochastic calculus for fractional Brownian motion. I. Theory. SIAM J. Control Optim. 38 (2000), no. 2, 582--612 (electronic). |
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