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

Volume: 40 Number: 2 February 1, 2011
  • Ceren Vardar
EN TR

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

Abstract

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Keywords

References

  1. 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.
  2. Bertoin, J. Levy Processes (Cambridge University Press, Cambridge, UK, 1996).
  3. Biagini, F., Hu, Yaozhong., Oksendal, B. and Zhang, T. Stochastic Calculus for Fractional Brownian Motion and Applications (Springer Verlag, London, 2008).
  4. Caglar, M. Simulation of fractional Brownian motion with micropulses, Advances in Per- formance Analysis 3 (1), 43–69, 2000.
  5. Decreusefond, L. and Nualart, D. Hitting times For Gaussian processes, Annals Probab. , 319–330, 2008.
  6. Douady, R., Yor, M. and Shiryaev, A. N. On the probability charateristics of “drop” variables in standard Brownian motion, Theory Probab. Appl. 44 (1), 29–38, 2000.
  7. Kolmogorov, A. N. Wienersche Spiralen und einige andere interessante Kurven im Hilbertschen Raum, C. R. (Doklady) Acad. URSS(N.S) 26, 115–118, 1940.
  8. L´evy, P. Processus Stochatiques et Mouvement Brownien (Gauthier-Villars, Paris, 1948).

Details

Primary Language

Turkish

Subjects

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Journal Section

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Authors

Ceren Vardar This is me

Publication Date

February 1, 2011

Submission Date

May 12, 2014

Acceptance Date

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Published in Issue

Year 2011 Volume: 40 Number: 2

APA
Vardar, C. (2011). Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT . Hacettepe Journal of Mathematics and Statistics, 40(2), 255-264. https://izlik.org/JA26YB55GD
AMA
1.Vardar C. Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT . Hacettepe Journal of Mathematics and Statistics. 2011;40(2):255-264. https://izlik.org/JA26YB55GD
Chicago
Vardar, Ceren. 2011. “Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT ”. Hacettepe Journal of Mathematics and Statistics 40 (2): 255-64. https://izlik.org/JA26YB55GD.
EndNote
Vardar C (February 1, 2011) Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT . Hacettepe Journal of Mathematics and Statistics 40 2 255–264.
IEEE
[1]C. Vardar, “Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT ”, Hacettepe Journal of Mathematics and Statistics, vol. 40, no. 2, pp. 255–264, Feb. 2011, [Online]. Available: https://izlik.org/JA26YB55GD
ISNAD
Vardar, Ceren. “Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT ”. Hacettepe Journal of Mathematics and Statistics 40/2 (February 1, 2011): 255-264. https://izlik.org/JA26YB55GD.
JAMA
1.Vardar C. Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT . Hacettepe Journal of Mathematics and Statistics. 2011;40:255–264.
MLA
Vardar, Ceren. “Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT ”. Hacettepe Journal of Mathematics and Statistics, vol. 40, no. 2, Feb. 2011, pp. 255-64, https://izlik.org/JA26YB55GD.
Vancouver
1.Ceren Vardar. Results on the Supremum of Fractional Brownian Motion  ABSTRACT  |  FULL TEXT . Hacettepe Journal of Mathematics and Statistics [Internet]. 2011 Feb. 1;40(2):255-64. Available from: https://izlik.org/JA26YB55GD