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Representations of fractional Brownian motion using vibrating strings - MaRDI portal

Representations of fractional Brownian motion using vibrating strings (Q2575814)

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Representations of fractional Brownian motion using vibrating strings
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    Representations of fractional Brownian motion using vibrating strings (English)
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    7 December 2005
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    Krein correspondence
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    Moving average representation
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    Series expansion
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