Bounds for expected supremum of fractional Brownian motion with drift (Q4997196): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2005.04919 / rank | |||
Normal rank | |||
Revision as of 21:31, 19 April 2024
scientific article; zbMATH DE number 7364093
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for expected supremum of fractional Brownian motion with drift |
scientific article; zbMATH DE number 7364093 |
Statements
Bounds for expected supremum of fractional Brownian motion with drift (English)
0 references
28 June 2021
0 references
fractional Brownian motion
0 references
extreme value
0 references
bounds
0 references
