On the infimum attained by the reflected fractional Brownian motion

DOI10.1007/s10687-014-0188-7zbMath1306.60037arXiv1310.1496OpenAlexW3101146904WikidataQ59399184 ScholiaQ59399184MaRDI QIDQ488107

Kamil M. Kosiński, Krzysztof Dȩbicki

Publication date: 23 January 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1496

zbMATH Keywords

fractional Brownian motionextremesstrong Piterbarg propertystorage processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

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