Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the maximum of storage process with fractional Brownian motion as input |
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Approximation of the maximum of storage process with fractional Brownian motion as input (English)
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21 June 2018
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extreme values
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storage process
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fractional Brownian motion
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discrete time process
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