From Ornstein-Uhlenbeck dynamics to long-memory processes...

From Ornstein-Uhlenbeck dynamics to long-memory processes and fractional Brownian motion

Eliazar, Iddo, Klafter, Joseph
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Volume:
79
Language:
english
Journal:
Physical Review E
DOI:
10.1103/physreve.79.021115
Date:
February, 2009
File:
PDF, 212 KB
english, 2009
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