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The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space - MaRDI portal

The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (Q5351672)

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scientific article; zbMATH DE number 6766762
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English
The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
scientific article; zbMATH DE number 6766762

    Statements

    The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (English)
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    30 August 2017
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    reflected stochastic process
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    sub-Gaussian process
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    Orlicz space
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    generalized fractional Brownian motion
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    metric entropy
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