Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880): Difference between revisions

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Latest revision as of 02:42, 9 July 2024

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Extremes and First Passage Times of Correlated Fractional Brownian Motions
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    Extremes and First Passage Times of Correlated Fractional Brownian Motions (English)
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    25 September 2014
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    fractional Brownian motion
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    extremes
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    first passage times
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    Borell-TIS inequality
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    Gaussian random fields
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    Piterbarg inequality
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