✦ LIBER ✦
Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in
✍ Scribed by Shuai Jing; Jorge A. León
- Book ID
- 113509520
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- French
- Weight
- 302 KB
- Volume
- 135
- Category
- Article
- ISSN
- 0007-4497
No coin nor oath required. For personal study only.