Distribution of the maximum of a fractional Brownian motion

Ya G. Sinai

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	359-378
Number of pages	20
Journal	Russian Mathematical Surveys
Volume	52
Issue number	2
DOIs	https://doi.org/10.1070/RM1997v052n02ABEH001781
State	Published - 1997

All Science Journal Classification (ASJC) codes

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title = "Distribution of the maximum of a fractional Brownian motion",

author = "Sinai, {Ya G.}",

year = "1997",

doi = "10.1070/RM1997v052n02ABEH001781",

language = "English (US)",

volume = "52",

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publisher = "Steklov Mathematical Institute of Russian Academy of Sciences",

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JO - Russian Mathematical Surveys

JF - Russian Mathematical Surveys

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