Maximum of a fractional Brownian motion: Probabilities of small values
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Publication:1809242
DOI10.1007/S002200050669zbMath0942.60065OpenAlexW1983336697MaRDI QIDQ1809242
Publication date: 16 December 1999
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002200050669
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