Sojourn time dimensions of fractional Brownian motion

Reference : Sojourn time dimensions of fractional Brownian motion


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/36746

Title :	Sojourn time dimensions of fractional Brownian motion
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Peccati, Giovanni [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Seuret, Stéphane []
Publication date :	2020
Journal title :	Bernoulli
Publisher :	Chapman & Hall
Volume :	26
Issue/season :	3
Pages :	1619-1634
Peer reviewed :	Yes
ISSN :	1350-7265
City :	London
Country :	United Kingdom
Permalink :	http://hdl.handle.net/10993/36746

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Open access	stfbm.pdf		Publisher postprint	1.1 MB	View/Open

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