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Material Type: Theses
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Language: English
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Program of Study: *
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Subject: Brownian motion processes
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Electronic Theses & Dissertations
3
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In Copyright
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Subject
Fractals
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Fractional calculus
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Ornstein-Uhlenbeck process
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Prices--Econometric models
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Probabilities--Mathematical models
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Random noise theory
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Self-similar processes
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Stocks
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Statistical inference on self-similar and increment stationary processes and random fields
Lee, Jeonghwa (Graduate of Michigan State University)
Text (2019)
Part of
Electronic Theses & Dissertations
Superpositions of Ornstein-Uhlenbeck type processes : intermittency and applications to finance
Tesnjak, Irena
Text (2017)
Part of
Electronic Theses & Dissertations
Tempered fractional Brownian motion
Sabzikar, Farzad
Text (2014)
Part of
Electronic Theses & Dissertations
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