Results on the Supremum of Fractional Brownian Motion (Q3099582)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Results on the Supremum of Fractional Brownian Motion |
scientific article |
Statements
1 December 2011
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fractional Brownian motion
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self similarity property
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hitting time
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gamma distribution
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Hurst parameter
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Markov's inequality
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Jensen's inequality
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math.PR
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math.ST
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stat.TH
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