Maxima of stochastic processes driven by fractional Brownian motion

Citation

Buchmann, B & Klüppelberg, C 2005, 'Maxima of stochastic processes driven by fractional Brownian motion', Advances in Applied Probability, vol. 37, no. 3, pp. 743-764.

Year

2005

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

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