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Integral representation of generalized grey Brownian motion

Wolfgang Bock1, Sascha Desmettre2, José Luís da Silva3

  • 1Department of Mathematics, TU Kaiserslautern (TUK), Kaiserslautern, Germany.

Stochastics (Abingdon, England : 2005)
|September 17, 2020
PubMed

Keywords:
Generalized grey Brownian motionfractional stochastic processesgrey OU processesrough pathssuperposition of OU processes

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