Lower bound for the expected supremum of fractional brownian motion using coupling

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Publication:6148873

DOI10.1017/jpr.2022.129arXiv2201.00706OpenAlexW4366826063MaRDI QIDQ6148873

Krzysztof Bisewski

Publication date: 12 January 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.00706






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