Fractional Brownian motion satisfies two-way crossing (Q2405166)
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scientific article; zbMATH DE number 6778296
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| English | Fractional Brownian motion satisfies two-way crossing |
scientific article; zbMATH DE number 6778296 |
Statements
Fractional Brownian motion satisfies two-way crossing (English)
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21 September 2017
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fractional Brownian motion
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law of the iterated logarithm
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stopping time
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two-way crossing
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0.8888185
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0.8841592
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0.8825233
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0.8824073
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