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Multifractal Random Walks With Fractional Brownian Motion via Malliavin Calculus

✍ Scribed by Fauth, Alexis; Tudor, Ciprian A.

Book ID: 121725438
Publisher: IEEE
Year: 2014
Tongue: English
Weight: 897 KB
Volume: 60
Category: Article
ISSN: 0018-9448
DOI: 10.1109/TIT.2013.2296785

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