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A note on preservation of the generalized TTT transform order

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Total time on test transform, dispersive order, convex order, stochastic order, mixture, IFR

Occupation time problem for multifractional Brownian motion

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.7

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Local time, local asymptotic self-similarity, limit theorem, fractional Brownian motion, multifractional Brownian motion, fractional derivative

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