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White noise-based stochastic calculus with respect to multifractional Brownian motion
16 references·2 citing·35 second hop
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  • 2002The covariance structure of multifractional Brownian motion, with application to long range dependence111 cited
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    • 2014Stochastic Calculus with respect to Gaussian processes19 cited
    • 2013Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions18 cited