Konstantin Borovkov, Mikhail Zhitlukhin, “On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter”, Electronic Communications in Probability, 2018, Volume 23, 065, 8 pp.

Electronic Communications in Probability

RUS ENG

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

Electronic Communications in Probability, 2018, Volume 23, 065, 8 pp.
DOI: https://doi.org/10.1214/18-ECP167 (Mi ecp4)

This article is cited in 1 scientific paper (total in 1 paper)

On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter

Konstantin Borovkov^a, Mikhail Zhitlukhin^b

^a The University of Melbourne, Australia
^b Steklov Mathematical Institute, Moscow, Russia

Citations (1)

DOI: https://doi.org/10.1214/18-ECP167

Funding agency	Grant number
Australian Research Council	DP150102758
The work of K. Borovkov was supported by the Australian Government through the Australian Research Council’s Discovery Projects funding scheme (project DP150102758).

Received: 14.02.2018
Accepted: 30.08.2018

Bibliographic databases:

Document Type: Article

Language: English

Linking options:

https://www.mathnet.ru/eng/ecp4

This publication is cited in the following 1 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Statistics & downloads:
Abstract page:	76