LIBROS DEL AUTOR: ivan nourdin

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  • Selected Aspects of Fractional Brownian Motion
    Ivan Nourdin
    Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes. FBm has...
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