Extremes of standard multifractional Brownian motion

Let S M B H ( t ) , t ∈ ( 0 , ∞ ) be a standard multifractional Brownian motion(smBm), where H ( t ) ∈ ( 0 , 1 ) is a function of t . In this paper we derive the exact asymptotics of P sup t ∈ [ T 1 , T 2 ] S M B H ( t ) > u , u → ∞ for constants T 1 , T 2 ≥ 0 and several forms of H ( t ) ....
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Gespeichert in:

Autor*in:	Bai, Long [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2020

Schlagwörter:	secondary primary

Übergeordnetes Werk:	Enthalten in: Third dose of COVID-19 mRNA vaccine appears to overcome vaccine hyporesponsiveness in patients with cirrhosis - John, Binu V. ELSEVIER, 2022, Amsterdam
Übergeordnetes Werk:	volume:159 ; year:2020 ; pages:0

Links:	Volltext

DOI / URN:	10.1016/j.spl.2019.108697

Katalog-ID:	ELV049203819

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allfieldsSound	10.1016/j.spl.2019.108697 doi /cbs_pica/cbs_olc/import_discovery/elsevier/einzuspielen/GBV00000000000891.pica (DE-627)ELV049203819 (ELSEVIER)S0167-7152(19)30343-8 DE-627 ger DE-627 rakwb eng 610 VZ 44.87 bkl Bai, Long verfasserin aut Extremes of standard multifractional Brownian motion 2020 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier Let S M B H ( t ) , t ∈ ( 0 , ∞ ) be a standard multifractional Brownian motion(smBm), where H ( t ) ∈ ( 0 , 1 ) is a function of t . In this paper we derive the exact asymptotics of P sup t ∈ [ T 1 , T 2 ] S M B H ( t ) > u , u → ∞ for constants T 1 , T 2 ≥ 0 and several forms of H ( t ) . secondary Elsevier primary Elsevier Enthalten in Elsevier Science John, Binu V. ELSEVIER Third dose of COVID-19 mRNA vaccine appears to overcome vaccine hyporesponsiveness in patients with cirrhosis 2022 Amsterdam (DE-627)ELV008609586 volume:159 year:2020 pages:0 https://doi.org/10.1016/j.spl.2019.108697 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.87 Gastroenterologie VZ AR 159 2020 0
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title_auth	Extremes of standard multifractional Brownian motion
abstract	Let S M B H ( t ) , t ∈ ( 0 , ∞ ) be a standard multifractional Brownian motion(smBm), where H ( t ) ∈ ( 0 , 1 ) is a function of t . In this paper we derive the exact asymptotics of P sup t ∈ [ T 1 , T 2 ] S M B H ( t ) > u , u → ∞ for constants T 1 , T 2 ≥ 0 and several forms of H ( t ) .
abstractGer	Let S M B H ( t ) , t ∈ ( 0 , ∞ ) be a standard multifractional Brownian motion(smBm), where H ( t ) ∈ ( 0 , 1 ) is a function of t . In this paper we derive the exact asymptotics of P sup t ∈ [ T 1 , T 2 ] S M B H ( t ) > u , u → ∞ for constants T 1 , T 2 ≥ 0 and several forms of H ( t ) .
abstract_unstemmed	Let S M B H ( t ) , t ∈ ( 0 , ∞ ) be a standard multifractional Brownian motion(smBm), where H ( t ) ∈ ( 0 , 1 ) is a function of t . In this paper we derive the exact asymptotics of P sup t ∈ [ T 1 , T 2 ] S M B H ( t ) > u , u → ∞ for constants T 1 , T 2 ≥ 0 and several forms of H ( t ) .
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title_short	Extremes of standard multifractional Brownian motion
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