Bounds for the expected supremum of some non-stationary Gaussian processes
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Publication:5056588
DOI10.1080/17442508.2021.2018445zbMath1502.60041OpenAlexW4200103997MaRDI QIDQ5056588
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Publication date: 8 December 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2021.2018445
Malliavin calculusmultifractional Brownian motionbifractional Brownian motionsubfractional Brownian motionnon-stationary Gaussian process
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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