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Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ralchenko, Kostiantyn, Shokrollahi, Foad, Sottinen, Tommi
Format:	Preprint
Published:	2024
Subjects:	Probability 60G15, 60G22, 62F12, 62M09
Online Access:	Acceder al recurso
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