Distribution of the maximum of a fractional Brownian motion

Russian Mathematical Surveys

Volumn 52, Issue 2, 1997, Pages 359-378

  Sinai, Ya G ^a  

^a NONE

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[No Author keywords available]

Indexed keywords

EID: 0031484207     PISSN: 00360279     EISSN: 14684829     Source Type: Journal    
DOI: 10.1070/RM1997v052n02ABEH001781     Document Type: Article

References (11)

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11. S. G. Samko, A. A. Kilbas, and O. I. Marichev, Integrals and derivatives of fractional order and some applications, Nauka i Tekhnika, Minsk 1987. (Russian)