Extreme events for fractional Brownian motion with drift: Theory and numerical validation - Archive ouverte HAL
Article Dans Une Revue Physical Review E Année : 2020

Extreme events for fractional Brownian motion with drift: Theory and numerical validation

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hal-02988748 , version 1 (04-11-2020)

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Maxence Arutkin, Benjamin Walter, Kay Joerg Wiese. Extreme events for fractional Brownian motion with drift: Theory and numerical validation. Physical Review E , 2020, 102 (2), ⟨10.1103/PhysRevE.102.022102⟩. ⟨hal-02988748⟩
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