Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688)
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English | Occupation time problems for fractional Brownian motion and some other self-similar processes |
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Occupation time problems for fractional Brownian motion and some other self-similar processes (English)
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22 February 2011
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fractional Brownian motion
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self-similar process
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fractional derivative, Hilbert transform
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local time
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strong approximation
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strong topology
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