On the approximate discrete KLT of fractional Brownian motion and applications

Anubha Gupta, Shiv Dutt Joshi, Pushpendra Singh. On the approximate discrete KLT of fractional Brownian motion and applications. J. Franklin Institute, 355(17):8989-9016, 2018. [doi]

Authors

Anubha Gupta

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Shiv Dutt Joshi

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Pushpendra Singh

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