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On convex hull of d-dimensional fractional Brownian motion. / Davydov, Yu.

в: Statistics and Probability Letters, Том 82, № 1, 01.2012, стр. 37-39.

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Harvard

Davydov, Y 2012, 'On convex hull of d-dimensional fractional Brownian motion', Statistics and Probability Letters, Том. 82, № 1, стр. 37-39. https://doi.org/10.1016/j.spl.2011.09.004

APA

Davydov, Y. (2012). On convex hull of d-dimensional fractional Brownian motion. Statistics and Probability Letters, 82(1), 37-39. https://doi.org/10.1016/j.spl.2011.09.004

Vancouver

Davydov Y. On convex hull of d-dimensional fractional Brownian motion. Statistics and Probability Letters. 2012 Янв.;82(1):37-39. https://doi.org/10.1016/j.spl.2011.09.004

Author

Davydov, Yu. / On convex hull of d-dimensional fractional Brownian motion. в: Statistics and Probability Letters. 2012 ; Том 82, № 1. стр. 37-39.

BibTeX

@article{07cf41b0952b4761bf7cbe89f32e3560,
title = "On convex hull of d-dimensional fractional Brownian motion",
abstract = "It is well known that for standard Brownian motion { B(t) t≥0} with values in Rd its convex hull V(t)=conv≥ B(s), s≤ t≤ with probability 1 contains 0 as an interior point for each t> 0 (see Evans, 1985). The aim of this note is to state the analogous property for d-dimensional fractional Brownian motion.",
keywords = "Brownian motion, Convex hull, Multi-dimensional fractional Brownian motion",
author = "Yu Davydov",
note = "Copyright: Copyright 2011 Elsevier B.V., All rights reserved.",
year = "2012",
month = jan,
doi = "10.1016/j.spl.2011.09.004",
language = "English",
volume = "82",
pages = "37--39",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - On convex hull of d-dimensional fractional Brownian motion

AU - Davydov, Yu

N1 - Copyright: Copyright 2011 Elsevier B.V., All rights reserved.

PY - 2012/1

Y1 - 2012/1

N2 - It is well known that for standard Brownian motion { B(t) t≥0} with values in Rd its convex hull V(t)=conv≥ B(s), s≤ t≤ with probability 1 contains 0 as an interior point for each t> 0 (see Evans, 1985). The aim of this note is to state the analogous property for d-dimensional fractional Brownian motion.

AB - It is well known that for standard Brownian motion { B(t) t≥0} with values in Rd its convex hull V(t)=conv≥ B(s), s≤ t≤ with probability 1 contains 0 as an interior point for each t> 0 (see Evans, 1985). The aim of this note is to state the analogous property for d-dimensional fractional Brownian motion.

KW - Brownian motion

KW - Convex hull

KW - Multi-dimensional fractional Brownian motion

UR - http://www.scopus.com/inward/record.url?scp=80053524646&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2011.09.004

DO - 10.1016/j.spl.2011.09.004

M3 - Article

AN - SCOPUS:80053524646

VL - 82

SP - 37

EP - 39

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 1

ER -

ID: 73460333