Approximation of Passage Times of γ-Reflected Processes with FBM Input.

Enkelejd Hashorva Lanpeng Ji

Published in: J. Appl. Probab. (2014)

Keyphrases

input data
fractional brownian motion
data sets
databases
machine learning
decision making
pairwise
multiresolution
long term
mathematical model
approximation algorithms
long range
approximation schemes