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Large deviations of Shepp statistics for fractional Brownian motion

โœ Scribed by Hashorva, Enkelejd; Tan, Zhongquan


Book ID
122092072
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
361 KB
Volume
83
Category
Article
ISSN
0167-7152

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Large Deviations of Shepp Statistics
โœ Shklyaev, A. V. ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Society for Industrial and Applied Mathematics ๐ŸŒ English โš– 174 KB