Fractional Brownian Motion with Variable Hurst Parameter: Definition and Properties
2013 ◽
Vol 28
(3)
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pp. 866-891
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Keyword(s):
2020 ◽
Vol 28
(4)
◽
pp. 291-306
2006 ◽
Vol 14
(3)
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pp. 931-940
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Keyword(s):
2013 ◽
Vol 34
(2)
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pp. 189-208
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