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scientific article; zbMATH DE number 6159449
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scientific article; zbMATH DE number 6159449

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    author
    Kęstutis Kubilius
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    Dmitrij Melichov
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    publication date
    30 April 2013
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    zbMATH DE Number
    6159449
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    zbMATH Keywords
    fractional Brownian motion
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    Hurst index
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    Ornstein-Uhlenbeck process
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    geometric Brownian motion
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