55 citations · 314 across the 47 of their papers we have counts for
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math.PR2009★ 4 cited
Estimates for moments of supremum of reflected fractional Brownian motion
Krzysztof Debicki, Agata Tomanek
Let be a fractional Brownian motion with Hurst parameter . Motivated by applications to maximal inequalities for fractional Brownian motion, in this note we…
math.PR2009★ 55 cited
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
Marek Arendarczyk, Krzysztof Dȩbicki
Let be a centered Gaussian process with stationary increments and variance function . We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in…