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Fractional Brownian motionの研究

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Fractional Brownian motionの研究

Call No. (NDL)
Y151-H10640107
Bibliographic ID of National Diet Library
000007065057
Material type
図書
Author
笠原, 勇二, お茶の水女子大学
Publisher
-
Publication date
1998-2000
Material Format
Paper
Capacity, size, etc.
-
NDC
-
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文部省科学研究費補助金研究成果報告書

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Paper

Material Type
図書
Title Transcription
Fractional Brownian motion ノ ケンキュウ
Author/Editor
笠原, 勇二, お茶の水女子大学
Author Heading
著者 : 笠原, 勇二 カサハラ, ユウジ ( 01206386 )Authorities
Publication Date
1998-2000
Publication Date (W3CDTF)
1998
Extent
Additional Title
研究種目 基盤研究(C)
Subject Heading
fractional Brownian motion FRACTIONALBROWNIANMOTION
self similarity SELFSIMILARITY
local time LOCALTIME
tail probability TAILPROBABILITY
Gaussian process GAUSSIANPROCESS
Tauberian theorem TAUBERIANTHEOREM
occupation time OCCUPATIONTIME