Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
type: Item
instance of: scholarly article
title: Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
zbMATH Open document ID: 1540.60069
author: José Alfredo López-Mimbela
author: Gerardo Pérez Suárez
published in: ALEA. Latin American Journal of Probability and Mathematical Statistics
publication date: 2024-07-01T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 7873661
zbMATH Keywords: exponential functionals
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Gaussian processes
zbMATH Keywords: tail estimates
zbMATH Keywords: moments estimates
zbMATH Keywords: continuity in law of exponential functionals
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7873661