Convergence to the maximum process of a fractional Brownian motion with shot noise (Q2453918)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence to the maximum process of a fractional Brownian motion with shot noise |
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Convergence to the maximum process of a fractional Brownian motion with shot noise (English)
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11 June 2014
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fractional Brownian motion
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perturbed random walk
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invariance principle
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point process
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continuous mapping theorem
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Skorohod metric
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