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Density estimates for the exponential functionals of fractional Brownian motion - MaRDI portal

Density estimates for the exponential functionals of fractional Brownian motion (Q2116735)

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Density estimates for the exponential functionals of fractional Brownian motion
scientific article

    Statements

    title
    Density estimates for the exponential functionals of fractional Brownian motion (English)
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    author
    Nguyen Tien Dung
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    Nguyen Thu Hang
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    Pham Thi Phuong Thuy
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    publication date
    18 March 2022
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    zbMATH Keywords
    fractional Brownian motion
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    Identifiers

    zbMATH DE Number
    7492999
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    OpenAlex ID
    W3199441601
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    Wikidata QID
    Q115479247
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    arXiv ID
    2109.10491
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    DOI
    10.5802/CRMATH.274
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