Bounds for expected supremum of fractional Brownian motion with drift (Q4997196)
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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 |
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Bounds for expected supremum of fractional Brownian motion with drift (English)
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28 June 2021
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fractional Brownian motion
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extreme value
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bounds
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