Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates (Q3015682)

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Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates
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    Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates (English)
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    13 July 2011
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    multiscale Ornstein-Uhlenbeck process
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