On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255)
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scientific article; zbMATH DE number 5348343
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| English | On the distribution of quadratic functionals of the ordinary and fractional Brownian motions |
scientific article; zbMATH DE number 5348343 |
Statements
On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (English)
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29 September 2008
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fractional Brownian motion
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long-memory
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Fredholm determinant
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0.835290253162384
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0.800201416015625
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0.7890452742576599
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0.7853723168373108
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