On the infimum attained by the reflected fractional Brownian motion (Q488107)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the infimum attained by the reflected fractional Brownian motion |
scientific article |
Statements
On the infimum attained by the reflected fractional Brownian motion (English)
0 references
23 January 2015
0 references
fractional Brownian motion
0 references
storage processes
0 references
extremes
0 references
strong Piterbarg property
0 references
0 references
0 references
