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Approximation to two independent Gaussian processes from a unique Lévy process and applications - MaRDI portal

Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018)

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scientific article; zbMATH DE number 7529951
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English
Approximation to two independent Gaussian processes from a unique Lévy process and applications
scientific article; zbMATH DE number 7529951

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    Approximation to two independent Gaussian processes from a unique Lévy process and applications (English)
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    20 May 2022
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    weak convergence
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    self-similar
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    fractional Brownian motion
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    sub-fractional Brownian motion
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    bifractional Brownian motion
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    Lévy process
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