title:Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes
source:Statistics & Probability Letters, Volume 65, Issue 4, 15 December 2003, Pages 317-329
[此贴子已经被作者于2008-10-22 12:08:02编辑过]
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楼主: weilinhy
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ask for a English paper(已应助 谢谢) |
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已卖:474份资源 院士 3%
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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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