Bounds for expected supremum of fractional Brownian motion with drift.

Krzysztof Bisewski Krzysztof Debicki Michel Mandjes

Published in: J. Appl. Probab. (2021)

Keyphrases

fractional brownian motion
long range
non stationary
worst case bounds
fractal dimension
long range dependence
upper bound
gray scale
financial markets
random fields
lower bound
computer vision
stochastic differential equations
short term
feature space
image processing
machine learning