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Maximum of a Fractional Brownian Motion: Analytic Results from Perturbation Theory

Mathieu Delorme1, Kay Jörg Wiese1

  • 1CNRS-Laboratoire de Physique Théorique de l'Ecole Normale Supérieure, 24 rue Lhomond, 75005 Paris, France.

Physical Review Letters
|December 5, 2015
PubMed

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