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On tail probabilities and first passage times for fractiona..:
Michna, Zbigniew
Mathematical Methods of Operations Research. 49 (1999) 2 - p. 335-354 , 1999
Link:
https://doi.org/10.1007/pl00020921
RT Journal T1 <Title>On tail probabilities and first passage times for fractional Brownian motion</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_pl00020921&Exemplar=1&LAN=DE A1 Michna, Zbigniew PB Springer Science and Business Media LLC YR 1999 SN 1432-2994 SN 1432-5217 JF Mathematical Methods of Operations Research VO 49 IS 2 SP 335 OP 354 LK http://dx.doi.org/https://doi.org/10.1007/pl00020921 DO https://doi.org/10.1007/pl00020921 SF ELIB - SuUB Bremen
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