Эта публикация цитируется в 10 статьях

New and refined bounds for expected maxima of fractional Brownian motion

Konstantin Borovkov^a, Yuliya Mishura^b, Alexander Novikov^c, Mikhail Zhitlukhin<sup>d

a</sup> University of Melbourne, Department of Mathematics and Statistics, Parkville, Vic 3010, Australia
^b Taras Shevchenko National University Kiev, Faculty of Mechanics and Mathematics, Volodymyrska Str 64, UA-01601 Kiev, Ukraine
^c University of Technology Sydney, Sch Math and Phys Sci, POB 123, Sydney, NSW 2007, Australia
^d Russian Academy of Sciences, Steklov Mathematical Institute, Gubkina Str 8, Moscow 119991, Russia

Язык публикации: английский

DOI: 10.1016/j.spl.2018.01.025

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