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Russian Mathematical Surveys, 1997, Volume 52, Issue 2, Pages 359–378
DOI: https://doi.org/10.1070/RM1997v052n02ABEH001781
(Mi rm822)
 

This article is cited in 20 scientific papers (total in 20 papers)


Scientific papers in honour of R. L. Dobrushin
Distribution of the maximum of a fractional Brownian motion

Ya. G. Sinaiab

a L. D. Landau Institute for Theoretical Physics, Russian Academy of Sciences
b Princeton University, Department of Mathematics
References:
Received: 15.09.1996
Russian version:
Uspekhi Matematicheskikh Nauk, 1997, Volume 52, Issue 2(314), Pages 119–138
DOI: https://doi.org/10.4213/rm822
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: 60J65, 60E05, 60G15
Language: English
Original paper language: Russian
Citation: Ya. G. Sinai, “Distribution of the maximum of a fractional Brownian motion”, Uspekhi Mat. Nauk, 52:2(314) (1997), 119–138; Russian Math. Surveys, 52:2 (1997), 359–378
Citation in format AMSBIB
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\paper Distribution of the maximum of a~fractional Brownian motion
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\vol 52
\issue 2(314)
\pages 119--138
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\transl
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Linking options:
  • https://www.mathnet.ru/eng/rm822
  • https://doi.org/10.1070/RM1997v052n02ABEH001781
  • https://www.mathnet.ru/eng/rm/v52/i2/p119
  • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Успехи математических наук Russian Mathematical Surveys
    Statistics & downloads:
    Abstract page:1165
    Russian version PDF:467
    English version PDF:44
    References:111
    First page:5
     
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