✦ LIBER ✦

Distribution of maximum loss of fractional Brownian motion with drift

✍ Scribed by Caglar, Mine; Vardar-Acar, Ceren

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Maximum of a Fractional Brownian

✍ Molchan, G. M. 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 121 KB

On distribution of functionals of Browni

✍ A. V. Liber; V. A. Smirnova 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 420 KB

Bayesian Sequential Estimation of a Drif

✍ Çetin, U.; Novikov, A.; Shiryaev, A. N. 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 171 KB

Range of Brownian Motion with Drift

✍ Etienne Tanré; Pierre Vallois 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 236 KB

On the correlation of the supremum and t

✍ Vardar-Acar, Ceren; Zirbel, Craig L.; Székely, Gábor J. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 752 KB

Maximum of a Fractional Brownian Motion:

✍ G. M. Molchan 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 110 KB