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2025 2

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UNVERDICTED 2

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Fractional Brownian Motion with Negative Hurst Exponent

cond-mat.stat-mech · 2025-07-08 · unverdicted · novelty 7.0

Extends fBm and fOU to -1/2 < H < 0 via smoothing, establishing stationarity, suppressed diffusion, persistence, and optimal conditioned paths that match known results at H=0.

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