Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549)
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scientific article; zbMATH DE number 7873661
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| English | Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion |
scientific article; zbMATH DE number 7873661 |
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Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (English)
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1 July 2024
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exponential functionals
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fractional Brownian motion
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Gaussian processes
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tail estimates
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moments estimates
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continuity in law of exponential functionals
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