Fractional Brownian motion time-changed by gamma and inverse gamma process
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Publication:1620341
DOI10.1016/j.physa.2016.10.060zbMath1400.60049arXiv1605.00086OpenAlexW2346306061MaRDI QIDQ1620341
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.00086
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Cites Work
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