Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341): Difference between revisions

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Latest revision as of 09:44, 17 July 2024

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Fractional Brownian motion time-changed by gamma and inverse gamma process
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    Fractional Brownian motion time-changed by gamma and inverse gamma process (English)
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    13 November 2018
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    subordination
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    gamma process
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    inverse gamma process
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    simulation
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    estimation
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