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Showing 1 to 1 of 1 for “"Isonormal Gaussian Processes"”.
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An Exponential Formula for Random Variables Generated by Multiple Brownian Motions
… generated by classical Brownian motion, Lévy processes and fractional Brownian with Hurst index greater than 1/2.The relationship between the conditional expectation of a random variable (or fractional conditional expectation in the case of fractional Brownian motion)and that variable's …