Small values of the maximum for the integral of fractional Brownian motion
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Publication:1777778
DOI10.1023/B:JOSS.0000012512.18060.a5zbMath1061.60037arXivmath/0212281MaRDI QIDQ1777778
Publication date: 25 May 2005
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0212281
60G15: Gaussian processes
82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics
28A80: Fractals
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