On the infimum attained by the reflected fractional Brownian motion (Q488107)
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scientific article
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| English | On the infimum attained by the reflected fractional Brownian motion |
scientific article |
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On the infimum attained by the reflected fractional Brownian motion (English)
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23 January 2015
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fractional Brownian motion
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storage processes
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extremes
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strong Piterbarg property
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0.8470699191093445
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0.8468894362449646
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0.840225100517273
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0.783963143825531
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