On convex hull of \(d\)-dimensional fractional Brownian motion
From MaRDI portal
Publication:654464
DOI10.1016/j.spl.2011.09.004zbMath1230.60040arXiv1105.6018MaRDI QIDQ654464
Publication date: 28 December 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.6018
60G22: Fractional processes, including fractional Brownian motion
60J65: Brownian motion
60G18: Self-similar stochastic processes
Related Items
Remark on logically constant self-similar processes, On the convex hull and winding number of self-similar processes, Fractal dimension results for continuous time random walks
Cites Work