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scientific article
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scientific article

    Statements

    author
    Li'An Qu
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    Hua-Yue Zhang
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    publication date
    8 July 2010
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    zbMATH Keywords
    fractional Brownian motion
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    self-similar processes
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    ruin probability
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    martingale
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60G22
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    60F05
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    62P05
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    zbMATH DE Number
    5733619
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