Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
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Publication:6508432
arXiv2301.05791MaRDI QIDQ6508432
Gerardo Pérez Suárez, Jose Alfredo Lopez Mimbela
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22)
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