Distribution of the maximum of a fractional Brownian motion (Q4232344)
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scientific article; zbMATH DE number 1262274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the maximum of a fractional Brownian motion |
scientific article; zbMATH DE number 1262274 |
Statements
Distribution of the maximum of a fractional Brownian motion (English)
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13 December 1999
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fractional Brownian motion
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self-similar distribution
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first crossing time
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Volterra-type equation
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