Derivatives of sup-functionals of fractional Brownian motion evaluated at H= 12

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Serval ID
serval:BIB_C924F173BC5F
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Derivatives of sup-functionals of fractional Brownian motion evaluated at H= 12
Journal
Electronic Journal of Probability
Author(s)
Bisewski Krzysztof, Dȩbicki Krzysztof, Rolski Tomasz
ISSN
1083-6489
Publication state
Published
Issued date
01/01/2022
Peer-reviewed
Oui
Volume
27
Number
none
Language
english
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_C924F173BC5F
DOI
10.1214/22-ejp848
Open Access
Yes
Create date
03/10/2022 13:09
Last modification date
04/10/2022 6:37
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