Fractional Brownian motion: Small increments and first exit time from one-sided barrier
| Autor: | Peng, Qidi, Rao, Nan |
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| Zdroj: | In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena December 2023 177 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect