Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830): Difference between revisions
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| Property / arXiv ID: 1607.03631 / rank | |||
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| Property / cites work: Bounds for expected maxima of Gaussian processes and their discrete approximations / rank | |||
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| Property / cites work: The Greatest of a Finite Set of Random Variables / rank | |||
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| Property / cites work: Maximum of a fractional Brownian motion: Probabilities of small values / rank | |||
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| Property / cites work: Distribution of the maximum of a fractional Brownian motion / rank | |||
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| Property / cites work: Q4197100 / rank | |||
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| Property / cites work: Lower classes for fractional Brownian motion / rank | |||
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Latest revision as of 23:29, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation paradoxes related to a fractional Brownian motion with small Hurst index |
scientific article |
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Simulation paradoxes related to a fractional Brownian motion with small Hurst index (English)
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15 November 2016
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fractional Brownian motion
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Monte Carlo simulations
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expected maximum
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discrete approximation
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Hurst index
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