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JUTprpl/VI/2013 pada tanggal 17 Mei 2013 untuk Kegiatan Pengadaan Sarana Dan Prasarana Teknologi Pertanian/Perkebunan Tepat Guna Pekerjaan PEMBUKAAN JALAN USAHA TANI (JUT)
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Section 3 gives estimates on the first and second moments of the killed branching random walk, while Section 4 contains the asymptotics on the tail distribution of the maximal
Nualart: Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H in (0,1/2), preprint.. Victoir, Good Rough Path Sequences
Second, we want to point out that this relationship could have been proved with less knowledge on the Q -process than required the proof of the theorem.. Consider any Markov process
Abstract Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (H¨ older class) solutions of stochastic Euler equation
We consider a discrete time financial market with proportional transaction costs. These markets have already been widely studied. In particular, a proof of the fundamental theorem
