kw.\*:("Running maximum process")
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π optionsXIN GUO; ZERVOS, Mihail.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1033-1059, issn 0304-4149, 27 p.Article
When does fractional Brownian motion not behave as a continuous function with bounded variation?AZMOODEH, Ehsan; TIKANMÄKI, Heikki; VALKEILA, Esko et al.Statistics & probability letters. 2010, Vol 80, Num 19-20, pp 1543-1550, issn 0167-7152, 8 p.Article
