Approximation of the maximum of storage process with fractional Brownian motion as input
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Publication:1644201
DOI10.1016/j.spl.2018.05.015zbMath1390.60097OpenAlexW2803183377MaRDI QIDQ1644201
Linjun Tang, Zhengchun Xu, Zhongquan Tan
Publication date: 21 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.015
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