Distribution of the maximum of a fractional Brownian motion

被引：14

作者：

Sinai, YG ^{[1
]}

机构：

[1] RUSSIAN ACAD SCI,INST THEORET PHYS,MOSCOW 117901,RUSSIA

来源：

RUSSIAN MATHEMATICAL SURVEYS | 1997年 / 52卷 / 02期

关键词：

D O I：

10.1070/RM1997v052n02ABEH001781

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

[No abstract available]

引用

页码：359 / 378

页数：20

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