Persistence of fractional Brownian motion with moving boundaries and applications (Q4920457)

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scientific article; zbMATH DE number 6164249
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Persistence of fractional Brownian motion with moving boundaries and applications
scientific article; zbMATH DE number 6164249

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    Persistence of fractional Brownian motion with moving boundaries and applications (English)
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    17 May 2013
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    fractional Brownian motion
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    moving boundaries
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