Simulation of multifractal products of Ornstein–Uhlenbeck type processes (Q3559670)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of multifractal products of Ornstein–Uhlenbeck type processes |
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Simulation of multifractal products of Ornstein–Uhlenbeck type processes (English)
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6 May 2010
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simulation
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multifractal processes
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stochastic differential equations
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sample path properties
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stationary processes
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