Integration questions related to fractional Brownian motion
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Publication:1591371
DOI10.1007/s004400000080zbMath0970.60058MaRDI QIDQ1591371
Murad S. Taqqu, Vladas Pipiras
Publication date: 16 October 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
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