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Can I read Extremes of standard multifractional Brownian motion on EtoBox?
Extremes of standard multifractional Brownian motion by Bai, Long is a Mathematics article available to read on EtoBox.
What is Extremes of standard multifractional Brownian motion about?
Let SMB H (t), t ∈ (0, ∞) be a standard multifractional Brownian motion(smBm), where H(t) ∈ (0, 1) is a function of t. In this paper we derive the exact asymptotics of for constants T 1 , T 2 ≥ 0 and several forms of H(t).
Who reads Extremes of standard multifractional Brownian motion?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Bai, Long
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)
- Published
- 2020
- Language
- EN
- Field
- Mathematics (Physical Sciences)