Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588)

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scientific article; zbMATH DE number 7629427
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Bounds for the expected supremum of some non-stationary Gaussian processes
scientific article; zbMATH DE number 7629427

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    Bounds for the expected supremum of some non-stationary Gaussian processes (English)
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    8 December 2022
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    non-stationary Gaussian process
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    Malliavin calculus
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    subfractional Brownian motion
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    bifractional Brownian motion
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    multifractional Brownian motion
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