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Extremes of standard multifractional Brownian motion - MaRDI portal

Extremes of standard multifractional Brownian motion (Q1987679)

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scientific article; zbMATH DE number 7189603
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Extremes of standard multifractional Brownian motion
scientific article; zbMATH DE number 7189603

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    Extremes of standard multifractional Brownian motion (English)
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    15 April 2020
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    multifractional Brownian motion
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    supremum
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    exact asymptotics
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    Pickands constants
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