"On tail probabilities and first passage times for fractional Brownian motion."

Zbigniew Michna (1999)

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DOI: 10.1007/PL00020921

access: closed

type: Journal Article

metadata version: 2020-03-03

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Zbigniew Michna:
On tail probabilities and first passage times for fractional Brownian motion. Math. Methods Oper. Res. 49(2): 335-354 (1999)

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