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Simulation of a Local Time Fractional Stable Motion - MaRDI portal

Simulation of a Local Time Fractional Stable Motion (Q3086801)

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Simulation of a Local Time Fractional Stable Motion
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    Simulation of a Local Time Fractional Stable Motion (English)
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    30 March 2011
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    stable process
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    self similar process
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    shot noise series
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    local time
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    fractional Brownian motion
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    simulation
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