Sample Path Properties of the Local Time of Multifractional...

Sample Path Properties of the Local Time of Multifractional Brownian Motion

Brahim Boufoussi, Marco Dozzi and Raby Guerbaz
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Volume:
13
Language:
english
Journal:
Bernoulli
DOI:
10.2307/25464908
Date:
August, 2007
File:
PDF, 1.11 MB
english, 2007
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