Work

Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions

Year: 2003

Type: article

Source: Journal of Theoretical Probability

DOI: 10.1023/a:1022226420564

Author: Jared C. Bronski

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

OpenAlex ID: W34268192

FWCI: 4.379

Cites: 17

Cited by: 41

Related to: 10