Pages that link to "Item:Q4997196"

The following pages link to Bounds for expected supremum of fractional Brownian motion with drift (Q4997196):

Displaying 10 items.

• Bounds on the expected value of maximum loss of fractional Brownian motion (Q491710) (← links)
• New and refined bounds for expected maxima of fractional Brownian motion (Q1640943) (← 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)
• Asymptotics of the supremum of scaled Brownian motion (Q2772075) (← links)
• Small deviations of weighted fractional processes and average non–linear approximation (Q4654098) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
• Lower bound for the expected supremum of fractional brownian motion using coupling (Q6148873) (← links)
• Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)