Pages that link to "Item:Q4232344"

The following pages link to Distribution of the maximum of a fractional Brownian motion (Q4232344):

Displaying 9 items.

• Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830) (← links)
• Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) (Q393991) (← links)
• On the one-sided exit problem for fractional Brownian motion (Q428670) (← links)
• Fractal time series -- A tutorial review (Q966330) (← links)
• On a first hit distribution of the running maximum of Brownian motion (Q2145826) (← links)
• Joint distributions of partial and global maxima of a Brownian bridge (Q2822096) (← links)
• Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation (Q3301101) (← links)
• (Q4502367) (← links)
• On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals (Q5410962) (← links)