Fractional Brownian fields, duality, and martingales (Q3592309)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian fields, duality, and martingales |
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Fractional Brownian fields, duality, and martingales (English)
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12 September 2007
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fractional Brownian motion
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integral representation
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Gaussian martingales
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