On a stochastic heat equation with first order fractional noises and applications to finance

Published 2012 View Full Article

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Title
On a stochastic heat equation with first order fractional noises and applications to finance
Authors
Keywords
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Journal
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
Volume 396, Issue 2, Pages 656-669
Publisher
Elsevier BV
Online
2012-07-07
DOI
10.1016/j.jmaa.2012.07.003

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