Asymptotics of the supremum of scaled Brownian motion (Q2772075)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1706617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics of the supremum of scaled Brownian motion |
scientific article; zbMATH DE number 1706617 |
Statements
18 February 2002
0 references
exponential bound
0 references
fractional Brownian motion
0 references
Gaussian process
0 references
local time
0 references
scaled Brownian motion
0 references
Asymptotics of the supremum of scaled Brownian motion (English)
0 references
0.7783797383308411
0 references
0.7690147757530212
0 references
0.7663635611534119
0 references
0.762536346912384
0 references
