On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (Q1990032)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter |
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On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (English)
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24 October 2018
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fractional Brownian motion
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maxima
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discrete sampling
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normal approximation
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