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A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Author / Organization: Ivan Nourdin
| File Format | PDF (Portable Document Format) |
|---|---|
| Publication Year | 2008 |
| Source Host |
HAL Open Science
(hal.science)
|
| License / Terms | Open Access / Creative Commons |
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