New and refined bounds for expected maxima of fractional Brownian motion (Q1640943): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2018.01.025
@@ Property / DOI: 10.1016/j.spl.2018.01.025 / rank @@
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@@ Property / author @@
+Konstantin A. Borovkov
@@ Property / author: Konstantin A. Borovkov / rank @@
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@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2786476472
@@ Property / OpenAlex ID: W2786476472 / rank @@
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@@ Property / arXiv ID @@
+.07842
@@ Property / arXiv ID: 1612.07842 / rank @@
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@@ Property / cites work @@
+Random Fields and Geometry
@@ Property / cites work: Random Fields and Geometry / rank @@
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@@ Property / cites work @@
+Fractional Brownian Motion with<i>H</i>&lt; 1/2 as a Limit of Scheduled Traffic
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@@ Property / cites work @@
+Pricing under rough volatility
@@ Property / cites work: Pricing under rough volatility / rank @@
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Bounds for expected maxima of Gaussian processes and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Selected aspects of fractional Brownian motion.
@@ Property / cites work: Selected aspects of fractional Brownian motion. / rank @@
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@@ Property / cites work @@
+On Moments of Pitman Estimators: The Case of Fractional Brownian Motion
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@@ Property / cites work @@
+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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@@ Property / cites work @@
+Q4869748
@@ Property / cites work: Q4869748 / rank @@
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@@ Property / cites work @@
+Corrected diffusion approximations in certain random walk problems
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@@ Property / DOI @@
+.1016/J.SPL.2018.01.025
@@ Property / DOI: 10.1016/J.SPL.2018.01.025 / rank @@
+Normal rank