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Modern Stochastics: Theory and Applications


 
Author: Vitalii Makogin   
 

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Simulation paradoxes related to a fractional Brownian motion with small Hurst index
   
Vitalii Makogin  
https://doi.org/10.15559/16-VMSTA59
Pub. online: 4 Jul 2016      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 3, Issue 2 (2016), pp. 181–190
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