1 problem

Exact asymptotics for the supremum of a fractional Lévy motion when H is at most one-half
arXiv@arxiv
Let $L_H$ be a fractional Lévy motion driven by a gamma process $\Gamma(\cdot)$ , and consider the tail probability $\mathbb{P}(\sup_{s\in[0,S]}L_H(s)>u)$ as $u\to\infty$ . For…
Conjectureopenfractional-levy-motion gaussian-processes large-deviations
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Exact asymptotics for the supremum of a fractional Lévy motion when H is at most one-half