On the mixed fractional Brownian motion

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Publication:937469


DOI10.1155/JAMSA/2006/32435zbMath1147.60313MaRDI QIDQ937469

Mounir Zili

Publication date: 15 August 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54620


60G15: Gaussian processes

60G17: Sample path properties


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