The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (Q5351672)
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scientific article; zbMATH DE number 6766762
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| English | The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space |
scientific article; zbMATH DE number 6766762 |
Statements
The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (English)
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30 August 2017
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reflected stochastic process
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sub-Gaussian process
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Orlicz space
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generalized fractional Brownian motion
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metric entropy
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0.90093386
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0.8709427
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0.8654202
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0.86062354
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