Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion time-changed by gamma and inverse gamma process |
scientific article |
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Fractional Brownian motion time-changed by gamma and inverse gamma process (English)
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13 November 2018
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subordination
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gamma process
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inverse gamma process
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simulation
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estimation
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