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scientific article
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scientific article

    Statements

    author
    D. Baraka
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    Thomas S. Mountford
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    publication date
    25 September 2008
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    zbMATH Keywords
    Local times
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    Gaussian processes
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    fractional Brownian motion
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    Girsanov's theorem
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G18
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    60J55
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    zbMATH DE Number
    5347015
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