Simulation of a local time fractional stable motion (Q3086801)
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scientific article
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| default for all languages | No label defined |
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| English | Simulation of a local time fractional stable motion |
scientific article |
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Simulation of a Local Time Fractional Stable Motion (English)
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30 March 2011
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stable process
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self similar process
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shot noise series
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local time
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fractional Brownian motion
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simulation
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0.7983131408691406
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0.7857586741447449
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0.7751418352127075
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