DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241): Difference between revisions
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English | DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION |
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DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (English)
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2 July 2008
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long-range dependence
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path regularity
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self-similarity
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wavelet analysis
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functional central
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limit theorem
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