Pages that link to "Item:Q1273005"
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The following pages link to On the large increments of fractional Brownian motion (Q1273005):
Displaying 21 items.
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- On a functional limit result for increments of a fractional Brownian motion (Q700379) (← links)
- Large deviations for local time fractional Brownian motion and applications (Q936601) (← links)
- A note on lim infs for increments of a fractional Brownian motion (Q1280255) (← links)
- The fractional mixed fractional Brownian motion. (Q1423093) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- Small values of the maximum for the integral of fractional Brownian motion (Q1777778) (← links)
- Maximum of a fractional Brownian motion: Probabilities of small values (Q1809242) (← links)
- On upper class of increments of fractional Brownian motion (Q1868448) (← links)
- Some liminf results on increments of fractional Brownian motion (Q1917188) (← links)
- Limit theorems for logarithmic averages of fractional Brownian motions (Q1970313) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
- Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
- On nonincrease of Brownian motion (Q2640238) (← links)
- Distribution of the maximum of a fractional Brownian motion (Q4232344) (← links)
- (Q4384574) (← links)
- Small deviations of weighted fractional processes and average non–linear approximation (Q4654098) (← links)
- Large buffer asymptotics for the queue with fractional Brownian input (Q4944557) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)