Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation of the maximum of storage process with fractional Brownian motion as input |
scientific article; zbMATH DE number 6892619
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximation of the maximum of storage process with fractional Brownian motion as input |
scientific article; zbMATH DE number 6892619 |
Statements
Approximation of the maximum of storage process with fractional Brownian motion as input (English)
0 references
21 June 2018
0 references
extreme values
0 references
storage process
0 references
fractional Brownian motion
0 references
discrete time process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8599689602851868
0 references
0.7966944575309753
0 references
0.7954809665679932
0 references
0.7817314267158508
0 references
