Lower bound for the expected supremum of fractional brownian motion using coupling (Q6148873)
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scientific article; zbMATH DE number 7787407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower bound for the expected supremum of fractional brownian motion using coupling |
scientific article; zbMATH DE number 7787407 |
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Lower bound for the expected supremum of fractional brownian motion using coupling (English)
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12 January 2024
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fractional Brownian motion
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expected value of supremum
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expected workload
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lower bound
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