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Optimal prediction for positive self-similar Markov processes (2016)

First Author: Baurdoux E

Attributed to: Real-valued self-similar Markov processes and their applications funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/16-ejp4280

Publication URI: http://dx.doi.org/10.1214/16-ejp4280

Type: Journal Article/Review

Parent Publication: Electronic Journal of Probability

Issue: none

ISSN: 10836489