Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion (Q2641417)
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English | Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion |
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Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion (English)
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20 August 2007
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convergence in law
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fractional Brownian motion
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local time
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