Analysis of the Rosenblatt process (Q5190284)

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scientific article; zbMATH DE number 5681382
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Analysis of the Rosenblatt process
scientific article; zbMATH DE number 5681382

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    Analysis of the Rosenblatt process (English)
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    15 March 2010
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    non central limit theorem
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    rosenblatt process
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    fractional Brownian motion
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    stochastic calculus \(via\) regularization
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    Malliavin calculus
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    Skorohod integral
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