The exact discrete model of a system of linear stochastic differential equations driven by fractional noise (Q3552862)
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scientific article; zbMATH DE number 5697519
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| English | The exact discrete model of a system of linear stochastic differential equations driven by fractional noise |
scientific article; zbMATH DE number 5697519 |
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The exact discrete model of a system of linear stochastic differential equations driven by fractional noise (English)
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22 April 2010
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long memory
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exact discretization
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0.7615648
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0.75946695
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