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Stochastic integration for tempered fractional Brownian motion》.pdf
Available online at
ScienceDirect
Stochastic Processes and their Applications 124 (2014) 2363–2387
/locate/spa
Stochastic integration for tempered fractional
Brownian motion
Mark M. Meerschaert ∗, Farzad Sabzikar
Department of Statistics and Probability, Michigan State University, East Lansing MI 48823, United State
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