Probability density of the complex-valued fractional Brownian motion of order \(n\) via the maximum entropy principle in \(\mathbb R_{+}^{1/n}\)
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Publication:1433571
DOI10.1016/S0960-0779(03)00191-7zbMath1061.60051MaRDI QIDQ1433571
Publication date: 1 July 2004
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
60G51: Processes with independent increments; Lévy processes
60J65: Brownian motion
60G99: Stochastic processes
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
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