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Statistical Inference with Fractional Brownian Motion,ollows the notation . means that . means that . Assume that .. For a fixed . let .be the distribution of the process . in the space . of continuous functions. Similarly, . is the distribution of the process . in the space .

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查看完整版本: Titlebook: Stochastic Calculus for Fractional Brownian Motion and Related Processes; Yuliya S. Mishura Book 2008 Springer-Verlag Berlin Heidelberg 20