arXiv · 1406.1956
Fractional Brownian motion in a nutshell
Abstract
This is an extended version of the lecture notes to a mini-course devoted to fractional Brownian motion and delivered to the participants of 7th Jagna International Workshop.
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Georgiy Shevchenko. 2014-06-08. Fractional Brownian motion in a nutshell. https://arxiv.org/abs/1406.1956
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