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On convex hull of \(d\)-dimensional fractional Brownian motion - MaRDI portal

On convex hull of \(d\)-dimensional fractional Brownian motion (Q654464)

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On convex hull of \(d\)-dimensional fractional Brownian motion
scientific article

    Statements

    title
    On convex hull of \(d\)-dimensional fractional Brownian motion (English)
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    publication date
    28 December 2011
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    zbMATH Keywords
    Brownian motion
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    multi-dimensional fractional Brownian motion
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    convex hull
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    author
    Yu. A. Davydov
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60J65
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    60G18
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    zbMATH DE Number
    5992486
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    OpenAlex ID
    W1974367335
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    arXiv ID
    1105.6018
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