Distribution of maximum loss of fractional Brownian motion with drift (Q2439647): Difference between revisions

@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Probability and Stochastics
@@ Property / cites work: Probability and Stochastics / rank @@
+Normal rank
@@ Property / cites work @@
+First passage time distribution of a Wiener process with drift concerning two elastic barriers
+Normal rank
@@ Property / cites work @@
+On Probability Characteristics of "Downfalls" in a Standard Brownian Motion
+Normal rank
@@ Property / cites work @@
+Extremes of a certain class of Gaussian processes
@@ Property / cites work: Extremes of a certain class of Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2756809
@@ Property / cites work: Q2756809 / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximum drawdown of a Brownian motion
@@ Property / cites work: On the maximum drawdown of a Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864754
@@ Property / cites work: Q4864754 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio sensitivity to changes in the maximum and the maximum drawdown
+Normal rank
@@ Property / cites work @@
+On maximum increase and decrease of Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Small tails for the supremum of a Gaussian process
+Normal rank
@@ Property / cites work @@
+Sharper bounds for Gaussian and empirical processes
+Normal rank
@@ Property / cites work @@
+Results on the Supremum of Fractional Brownian Motion
+Normal rank