Publication:
Distribution of maximum loss of fractional Brownian motion with drift

Thumbnail Image

Organizational Units

Program

KU-Authors

KU Authors

Co-Authors

Vardar-Acar, Ceren

Advisor

Publication Date

Language

English

Journal Title

Journal ISSN

Volume Title

Abstract

In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with H >= 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the tail of the marginal distribution at time t.

Source:

Statistics and Probability Letters

Publisher:

Elsevier

Keywords:

Subject

Mathematics, Statistics, Probability

Citation

Endorsement

Review

Supplemented By

Referenced By

Copyrights Note

0

Views

0

Downloads

View PlumX Details