Minimization of the entropy for a mixture of standard and fractional Brownian motions (Q3387880)
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Language | Label | Description | Also known as |
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English | Minimization of the entropy for a mixture of standard and fractional Brownian motions |
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Minimization of the entropy for a mixture of standard and fractional Brownian motions (English)
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8 January 2021
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Wiener process
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fractional Brownian motion
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entropy functional
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minimization
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