On the infimum attained by the reflected fractional Brownian motion

Authors

Keywords

Extremes of Gaussian fields, Storage processes, Fractional Brownian motion, Primary: 60F15, 60G70; Secondary: 60G22

Journal

Extremes

Volume 17, Issue 3, Pages 431-446

Publisher

Springer Nature

Online

2014-07-11

DOI

10.1007/s10687-014-0188-7

References

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