Fractional Brownian motion with two-variable Hurst exponent (Q2223840)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion with two-variable Hurst exponent |
scientific article |
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Fractional Brownian motion with two-variable Hurst exponent (English)
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3 February 2021
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fractional Brownian motion
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Gaussian processes
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variable Hurst parameter
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stochastic process
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financial modeling
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