Pages that link to "Item:Q4997196"
From MaRDI portal
The following pages link to Bounds for expected supremum of fractional Brownian motion with drift (Q4997196):
Displaying 7 items.
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Small deviations of weighted fractional processes and average non–linear approximation (Q4654098) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
- Lower bound for the expected supremum of fractional brownian motion using coupling (Q6148873) (← links)
- Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)
