Pages that link to "Item:Q2439647"
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The following pages link to Distribution of maximum loss of fractional Brownian motion with drift (Q2439647):
Displaying 6 items.
- On the one-sided exit problem for fractional Brownian motion (Q428670) (← links)
- Bounds on the expected value of maximum loss of fractional Brownian motion (Q491710) (← links)
- Rare-event simulation for the hitting time of Gaussian processes (Q832139) (← links)
- On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift (Q1946208) (← links)
- Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift (Q2854340) (← links)
- Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)