Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121)

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scientific article; zbMATH DE number 5913936
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Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
scientific article; zbMATH DE number 5913936

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    Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (English)
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    28 June 2011
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    subdiffusion
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    tempered stable distribution
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    calibration
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