Extreme events for fractional Brownian motion with drift: Theory and numerical validation - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Physical Review E Année : 2020

Extreme events for fractional Brownian motion with drift: Theory and numerical validation

Dates et versions

hal-02988748 , version 1 (04-11-2020)

Identifiants

Citer

Maxence Arutkin, Benjamin Walter, Kay Joerg Wiese. Extreme events for fractional Brownian motion with drift: Theory and numerical validation. Physical Review E , 2020, 102 (2), ⟨10.1103/PhysRevE.102.022102⟩. ⟨hal-02988748⟩
37 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More