Generating sample paths and their convergence of the geometric fractional Brownian motion
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Publication:4583455
zbMATH Open1394.60035MaRDI QIDQ4583455FDOQ4583455
Authors: Hi Jun Choe, Jeong Ho Chu, Jong-Eun Kim 
Publication date: 30 August 2018
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Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)
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