Unilateral small deviations of processes related to the fractional Brownian motion (Q952743)
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scientific article; zbMATH DE number 5365974
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| English | Unilateral small deviations of processes related to the fractional Brownian motion |
scientific article; zbMATH DE number 5365974 |
Statements
Unilateral small deviations of processes related to the fractional Brownian motion (English)
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14 November 2008
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small deviations
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fractional Brownian motion
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level crossing probability
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0.8111367225646973
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0.8075445890426636
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0.807142972946167
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0.7916649580001831
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