This article is cited in 20 papers


Scientific papers in honour of R. L. Dobrushin
Distribution of the maximum of a fractional Brownian motion

Ya. G. Sinai<sup>ab

a</sup> L. D. Landau Institute for Theoretical Physics, Russian Academy of Sciences
^b Princeton University, Department of Mathematics

UDC: 519.2

MSC: 60J65, 60E05, 60G15

Received: 15.09.1996

DOI: 10.4213/rm822

 English version: Russian Mathematical Surveys, 1997, 52:2, 359–378

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