On the Maximum of a Fractional Brownian Motion (Q4510007)
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scientific article; zbMATH DE number 1519992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Maximum of a Fractional Brownian Motion |
scientific article; zbMATH DE number 1519992 |
Statements
On the Maximum of a Fractional Brownian Motion (English)
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19 October 2000
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extreme values
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Gaussian processes
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fractional Brownian motion
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self-similar processes
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