Stochastic analysis and approximation of fractional diffusion
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Publication:4435672
DOI10.1017/S0004972700037321zbMath1127.60308MaRDI QIDQ4435672
Publication date: 17 November 2003
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Sample path properties (60G17)
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