On the supremum of γ -reflected processes with fractional Brownian motion as input

Title
On the supremum of γ -reflected processes with fractional Brownian motion as input
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 123, Issue 11, Pages 4111-4127
Publisher
Elsevier BV
Online
2013-06-22
DOI
10.1016/j.spa.2013.06.007

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