Asymptotics of the supremum of scaled Brownian motion (Q2772075)
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scientific article; zbMATH DE number 1706617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the supremum of scaled Brownian motion |
scientific article; zbMATH DE number 1706617 |
Statements
18 February 2002
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exponential bound
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fractional Brownian motion
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Gaussian process
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local time
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scaled Brownian motion
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Asymptotics of the supremum of scaled Brownian motion (English)
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