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MR2450381 (2009m:60093) 60G15 (60H05 60J55 82B31)
Yan, Litan; Lu, Yunsheng; Xu, Zhiqiang Some properties of the fractional Ornstein-Uhlenbeck process. J. Phys. A 41 (2008), no. 14, 145007, 17 pp.
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