Lower bound for the expected supremum of fractional brownian motion using coupling

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Serval ID
serval:BIB_5359468584AE
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Lower bound for the expected supremum of fractional brownian motion using coupling
Journal
Journal of Applied Probability
Author(s)
Bisewski Krzysztof
ISSN
0021-9002
1475-6072
Publication state
Published
Issued date
12/2023
Peer-reviewed
Oui
Volume
60
Number
4
Pages
1232-1248
Language
english
Keywords
Statistics, Probability and Uncertainty, General Mathematics, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_5359468584AE
DOI
10.1017/jpr.2022.129
Web of science
000976939800001
Publisher's website
https://arxiv.org/abs/2201.00706
Create date
02/05/2022 17:44
Last modification date
14/01/2024 7:14
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