Journal article

New and refined bounds for expected maxima of fractional Brownian motion

Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin

Statistics & Probability Letters | ELSEVIER SCIENCE BV | Published : 2018

Grants

Awarded by ARC


Awarded by Russian Science Foundation


Funding Acknowledgements

This research was supported by the ARC Discovery grant DP150102758. The work of M. Zhitlukhin was supported by the Russian Science Foundation project 14-21-00162.