Pages that link to "Item:Q3094695"
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The following pages link to A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q3094695):
Displaying 4 items.
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- (Q4529807) (← links)
- On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)