Lower bound for the expected supremum of fractional brownian motion using coupling.
Krzysztof BisewskiPublished in: J. Appl. Probab. (2023)
Keyphrases
- lower bound
- fractional brownian motion
- upper bound
- non stationary
- long range
- fractal dimension
- branch and bound algorithm
- gray scale
- long range dependence
- financial markets
- optimal solution
- objective function
- lower and upper bounds
- random fields
- multiresolution
- decision support system
- graphical models
- natural language