On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter Journal Articles uri icon

Overview

Has subject area

Published in

  • Electronic Communications in probability

Time

Date/time value

  • 2018

Identity

Digital Object Identifier (DOI)

  • 10.1214/18-ECP167

Additional Document Info

Parent Title

  • ELECTRONIC COMMUNICATIONS IN PROBABILITY

Volume

  • 23

Number

  • ARTN 65

Publisher

  • Institute of Mathematical Statistics