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
Awarded by ARC
Awarded by Russian Science Foundation
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.