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Modern Stochastics: Theory and Applications


Cited by 2
Simulation paradoxes related to a fractional Brownian motion with small Hurst index

High Excursions of Gaussian Nonstationary Processes in Discrete Time
I. A. Kozik, V. I. Piterbarg
https://doi.org/10.1007/s10958-021-05276-8
Journal:  Journal of Mathematical Sciences Volume 253, Issue 6 (2021), p. 867
Lower bound for the expected supremum of fractional brownian motion using coupling
Krzysztof Bisewski
https://doi.org/10.1017/jpr.2022.129
Journal:  Journal of Applied Probability Volume 60, Issue 4 (2023), p. 1232


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