Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Woodrow Wilson School of Public and International Affairs, Princeton University, Princeton, New Jersey, USA
Estimating the average time for inter-continental transport of air pollutants
Integration with respect to fractional local times with Hurst index $H$ greater than 1/2
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
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