Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation paradoxes related to a fractional Brownian motion with small Hurst index |
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Simulation paradoxes related to a fractional Brownian motion with small Hurst index (English)
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15 November 2016
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fractional Brownian motion
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Monte Carlo simulations
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expected maximum
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discrete approximation
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Hurst index
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