"Bounds for expected supremum of fractional Brownian motion with drift."

Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes (2021)

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DOI: 10.1017/JPR.2020.98

access: closed

type: Journal Article

metadata version: 2021-11-11

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Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes:
Bounds for expected supremum of fractional Brownian motion with drift. J. Appl. Probab. 58(2): 411-427 (2021)

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