On the infimum attained by the reflected fractional Brownian motion (Q488107): Difference between revisions

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Revision as of 14:08, 9 July 2024

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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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