Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387)

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Fractional Lévy stable motion: finite difference iterative forecasting model
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    Fractional Lévy stable motion: finite difference iterative forecasting model (English)
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    31 March 2022
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    fractional Lévy stable motion
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    long-range dependence
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    stochastic differential equation
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    forecasting model
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