Riemann-Liouville fractional Brownian motion with random Hurst exponent

Fuente: arXiv

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Bibliographic Details
Main Authors:	Woszczek, Hubert, Wylomanska, Agnieszka, Chechkin, Aleksei
Format:	Preprint
Published:	2024
Subjects:	Probability Statistical Mechanics Mathematical Physics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.11546