Bounds for expected supremum of fractional Brownian motion with drift

Details

Request a copyRequest a copy
Serval ID
serval:BIB_A9C4601C50E8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Bounds for expected supremum of fractional Brownian motion with drift
Journal
Journal of Applied Probability
Author(s)
Bisewski Krzysztof, Dębicki Krzysztof, Mandjes Michel
ISSN
0021-9002
1475-6072
Publication state
Published
Issued date
06/2021
Peer-reviewed
Oui
Volume
58
Number
2
Pages
411-427
Language
english
Keywords
Statistics, Probability and Uncertainty, General Mathematics, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_A9C4601C50E8
DOI
10.1017/jpr.2020.98
Web of science
000664685200007
Open Access
Yes
Create date
19/08/2021 20:20
Last modification date
20/08/2021 5:40
Usage data