Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
type: Item
instance of: scholarly article
title: Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
author: Krzysztof Bisewski
author: Krzysztof Dȩbicki
author: Tomasz Rolski
published in: Queueing Systems
publication date: 2022-11-09T00:00:00Z
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 7613925
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: expected supremum
zbMATH Keywords: \(H\)-derivative
describes a project that uses: GAUSSIAN
MaRDI profile type: Publication
full work available at URL: s11134-022-09859-3
OpenAlex ID: W4293553254
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DOI: 10.1007/S11134-022-09859-3
description: scientific article; zbMATH DE number 7613925