"Derivative of the expected supremum of fractional Brownian motion at H=1."

Krzysztof Bisewski, Krzysztof Debicki, Tomasz Rolski (2022)

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DOI: 10.1007/S11134-022-09859-3

access: open

type: Journal Article

metadata version: 2022-11-11

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  - journals/questa/BisewskiDR22
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  - https://dblp.org/rec/journals/questa/BisewskiDR22
Krzysztof Bisewski, Krzysztof Debicki, Tomasz Rolski:
Derivative of the expected supremum of fractional Brownian motion at H=1. Queueing Syst. Theory Appl. 102(1-2): 53-68 (2022)

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