Representation of local times of fractional Brownian motion (Q2406797)

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Representation of local times of fractional Brownian motion
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    Statements

    title
    Representation of local times of fractional Brownian motion (English)
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    author
    Safari Mukeru
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    publication date
    6 October 2017
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    zbMATH Keywords
    fractional Brownian motion
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    local times
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    quadratic variations
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    Identifiers

    zbMATH DE Number
    6786831
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