Analysis of Variations for Self-similar Processes (Q2840350)

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Analysis of Variations for Self-similar Processes
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    Analysis of Variations for Self-similar Processes (English)
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    18 July 2013
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    self-similar processes
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    multifractional Brownian motion
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    Malliavin calculus
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    stochastic heat equation
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    stochastic wave equation
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    Hermite process
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    Rosenblatt process
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    Stein's method
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    central limit theorems
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