Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686)
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scientific article; zbMATH DE number 7596275
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| English | Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) |
scientific article; zbMATH DE number 7596275 |
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Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (English)
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4 October 2022
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expected workload
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fractional Brownian motion
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Pickands constant
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Piterbarg constant
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Wills functional
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0.90559936
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0.89345264
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0.8897768
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0.8884291
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0.88464314
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0.88377035
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