Derivatives of sup-functionals of fractional Brownian motion evaluated at H=12
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Cited in
(8)- Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
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- Lower bound for the expected supremum of fractional brownian motion using coupling
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- Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/2
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- On nth-order fractional Brownian motion
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