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- W2028295625 abstract "Let X be the solution of the stochastic differential equation where B H is a fractional Brownian motion with Hurst parameter H. In this paper we compute the Onsager-Machlup functional of X for the supremum norm and Hölder norms of order β with in the case and for Hölder norms of order β with when ." @default.
- W2028295625 created "2016-06-24" @default.
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- W2028295625 date "2002-10-01" @default.
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- W2028295625 title "Onsager-Machlup functional for the fractional Brownian motion" @default.
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- W2028295625 doi "https://doi.org/10.1007/s004400200211" @default.
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