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Dergiler / Hacettepe Journal of Mathematics and Statistics / 2026 / Volume: 40 Issue: 2

Results on the Supremum of Fractional Brownian Motion ABSTRACT | FULL TEXT

Ceren Vardar
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2011-02-01
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Vardar, C. (2011). Results on the Supremum of Fractional Brownian Motion ABSTRACT | FULL TEXT. Hacettepe Journal of Mathematics and Statistics, Volume: 40 Issue: 2. https://ajindex.com/articles/1403647

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Kaynakça (16)

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  14. Abry, P. and Sellan, F. The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation, Appl. Comp. Harmonic Anal., 337–383, 1996.
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  16. Rogers, L. C. G. Arbitrage with fractional Brownian motion, Mathematical Finance 7, 95–, 1997.