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On the large increments of fractional Brownian motion

โœ Scribed by Charles El-Nouty

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
354 KB
Volume
41
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

Let {BH(t), t ~>0} be a fractional Brownian motion with index 00. We establish some laws of the iterated logarithm for Vr.

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