Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027)
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scientific article; zbMATH DE number 7613925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative of the expected supremum of fractional Brownian motion at \(H=1\) |
scientific article; zbMATH DE number 7613925 |
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Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (English)
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9 November 2022
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fractional Brownian motion
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expected supremum
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\(H\)-derivative
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