Pages that link to "Item:Q2974854"

The following pages link to Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854):

Displaying 21 items.

• Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830) (← links)
• New and refined bounds for expected maxima of fractional Brownian motion (Q1640943) (← links)
• On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (Q1990032) (← links)
• 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)
• On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959) (← links)
• Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays (Q2157380) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• High excursions of Gaussian nonstationary processes in discrete time (Q2657166) (← links)
• (Q3828818) (← links)
• Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• More on maximal inequalities for sub-fractional Brownian motion (Q5216263) (← links)
• Continuity Correction for Barrier Options in Jump-Diffusion Models (Q5388688) (← links)
• Gaussian Volterra processes: Asymptotic growth and statistical estimation (Q6040489) (← links)
• On the speed of convergence of Piterbarg constants (Q6067389) (← links)
• Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index (Q6073783) (← links)
• Lower bound for the expected supremum of fractional brownian motion using coupling (Q6148873) (← links)
• Restoration of well-posedness of infinite-dimensional singular ODE's via noise (Q6201830) (← links)
• Stochastic ordering for hitting times of fractional Brownian motions (Q6540905) (← links)
• Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)