New and refined bounds for expected maxima of fractional Brownian motion
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
- 期刊名称Statistics & Probability Letters
- 作者Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
- 印刷ISSN0167-7152
- 文件大小298.13KB
- 发表时间2018-2
- DOI10.1016/j.spl.2018.01.025