Extreme events for fractional Brownian motion with drift: Theory and numerical validation
2013 ◽
Vol 83
(12)
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pp. 2729-2734
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Keyword(s):
2015 ◽
Vol 29
(4)
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pp. 778-789
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2014 ◽
Vol 51
(1)
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pp. 1-18
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2019 ◽
Vol 522
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pp. 215-231
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2021 ◽
Vol 37
(7)
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pp. 1156-1170