Bounds for expected supremum of fractional Brownian motion with drift

Details

Serval ID
serval:BIB_A9C4601C50E8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
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
Web of science
Open Access
Yes
Create date
19/08/2021 20:20
Last modification date
20/08/2021 5:40
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