ON THE STOCHASTIC DEPENDENCE STRUCTURE OF THE LIMIT LOGNORMAL PROCESS (Q3007727)

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ON THE STOCHASTIC DEPENDENCE STRUCTURE OF THE LIMIT LOGNORMAL PROCESS
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    ON THE STOCHASTIC DEPENDENCE STRUCTURE OF THE LIMIT LOGNORMAL PROCESS (English)
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    17 June 2011
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    lognormal process
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    intermittency differentiation
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    joint integral moments
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    extension of the Selberg integral
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