Distribution of the maximum of a~fractional Brownian motion
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 52 (1997) no. 2, pp. 359-378
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@article{RM_1997_52_2_a11,
author = {Ya. G. Sinai},
title = {Distribution of the maximum of a~fractional {Brownian} motion},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {359--378},
publisher = {mathdoc},
volume = {52},
number = {2},
year = {1997},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_1997_52_2_a11/}
}
Ya. G. Sinai. Distribution of the maximum of a~fractional Brownian motion. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 52 (1997) no. 2, pp. 359-378. http://geodesic.mathdoc.fr/item/RM_1997_52_2_a11/