New and refined bounds for expected maxima of fractional Brownian motion (Q1640943)
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scientific article; zbMATH DE number 6889514
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| English | New and refined bounds for expected maxima of fractional Brownian motion |
scientific article; zbMATH DE number 6889514 |
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New and refined bounds for expected maxima of fractional Brownian motion (English)
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14 June 2018
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fractional Brownian motion
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convergence rate
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discrete time approximation
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Pickands' constant
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0.852084219455719
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0.8504505753517151
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0.8137947916984558
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0.8051106929779053
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0.7971274852752686
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