On the Maximum of a Fractional Brownian Motion
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Publication:4510007
DOI10.1137/S0040585X97977379zbMath0966.60036MaRDI QIDQ4510007
Publication date: 19 October 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes
60G18: Self-similar stochastic processes
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