The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion

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Evaluation of two numerical methods to measure the Hausdorff dimension of the fractional Brownian motion

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ژورنال

عنوان ژورنال: Journal of Theoretical Probability

سال: 2010

ISSN: 0894-9840,1572-9230

DOI: 10.1007/s10959-009-0271-1