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Electron. Commun. Probab., 2018, Volume 23, 065 (Mi ecp4)  

On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter

Konstantin Borovkova, Mikhail Zhitlukhinb

a The University of Melbourne, Australia
b Steklov Mathematical Institute, Moscow, Russia

Funding Agency Grant Number
Australian Research Council DP150102758
The work of K. Borovkov was supported by the Australian Government through the Australian Research Councilís Discovery Projects funding scheme (project DP150102758).


DOI: https://doi.org/10.1214/18-ECP167


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Document Type: Article
Received: 14.02.2018
Language: English

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