Maximal Inequalities for Fractional Brownian Motion: An Overview
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2014.886264
Reference56 articles.
1. Ruin Probabilities
2. On the one-sided exit problem for fractional Brownian motion
3. Conditional limit theorems for regulated fractional Brownian motion
4. Distribution of maximum loss of fractional Brownian motion with drift
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