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20192022
most citedGlobal existence, uniqueness and -bound of weak solutions of fractional time-space Keller-Segel system

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q-fin.CP2022

Solution of integrals with fractional Brownian motion for different Hurst indices

Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee +1

In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian…