On the infimum attained by the reflected fractional Brownian motion (Q488107): Difference between revisions
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Revision as of 02:38, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the infimum attained by the reflected fractional Brownian motion |
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On the infimum attained by the reflected fractional Brownian motion (English)
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23 January 2015
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fractional Brownian motion
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storage processes
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extremes
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strong Piterbarg property
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