Work

On tail probabilities and first passage times for fractional Brownian motion

Year: 1999

Type: article

Source: Mathematical Methods of Operations Research

DOI: 10.1007/pl00020921

Author: Zbigniew Michna

Institution: Lund University

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1596404946

FWCI: 1.761

Cites: 27

Cited by: 36

Related to: 10