Minimization of the entropy for a mixture of standard and fractional Brownian motions (Q3387880)

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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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