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Statist. Probab. Lett., 2018, Volume 137, Pages 142–147 (Mi spl3)  

New and refined bounds for expected maxima of fractional Brownian motion

Konstantin Borovkova, Yuliya Mishurab, Alexander Novikovc, Mikhail Zhitlukhind

a University of Melbourne, Department of Mathematics and Statistics, Parkville, Vic 3010, Australia
b Taras Shevchenko National University Kiev, Faculty of Mechanics and Mathematics, Volodymyrska Str 64, UA-01601 Kiev, Ukraine
c University of Technology Sydney, Sch Math and Phys Sci, POB 123, Sydney, NSW 2007, Australia
d Russian Academy of Sciences, Steklov Mathematical Institute, Gubkina Str 8, Moscow 119991, Russia

Funding Agency Grant Number
Australian Research Council DP150102758
Russian Science Foundation 14-21-00162
This research was supported by the ARC Discovery grant DP150102758. The work of M. Zhitlukhin was supported by the Russian Science Foundation project 14-21-00162.


DOI: https://doi.org/10.1016/j.spl.2018.01.025


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Document Type: Article
Language: English

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