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Boundary non-crossing probabilities for fractional Brownian motion with trend

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2015
Author Hashorva Enkelejd, Mishura Yulyia, Seleznjev Oleg,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal Stochastics
Volume (Issue) 87(6)
Page(s) 946 - 965
Title of proceedings Stochastics
DOI 10.1080/17442508.2015.1019882