No label defined (Q4246586)
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scientific article; zbMATH DE number 1294472
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| English | No label defined |
scientific article; zbMATH DE number 1294472 |
Statements
2 June 1999
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fractional noise
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fractional Brownian motion
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Itô's lemma of order \(n\)
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Kramers-Moyal expansion
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0.7506912350654602
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0.73963463306427
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