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Relation between unit operators proximity and their associated spectral measures
International audience -
Approximation at First and Second Order of m-order Integrals of the Fractiona...
Let X be the fractional Brownian motion of any Hurst index H in (0,1) (resp. a semimartingale) and set alpha=H (resp. alpha=1/2). If Y is a continuous process and if m...
