Pages that link to "Item:Q4510007"
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The following pages link to On the Maximum of a Fractional Brownian Motion (Q4510007):
Displayed 8 items.
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion (Q781802) (← links)
- Lower tail probabilities for Gaussian processes. (Q1879851) (← links)
- Universality of the asymptotics of the one-sided exit problem for integrated processes (Q1943327) (← links)
- On the favorite points of symmetric Lévy processes (Q2330417) (← links)
- Hitting times for Gaussian processes (Q2468429) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞ (Q5121242) (← links)
- Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)