# Applications of this project

Hi Guys,

Just wondering if you could suggest applications of distribution of the supremum of a fractional Brownian motion process with a drift ?

Also if you could possibly recommend how to approach this problem, that would be much appreciated.

Cheers

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Where does this question come from? If you know what a fractional BM with drift is, then why not try to study the distribution of its supremum? (I assume you mean the process $Y_t = \sup_{o\leq s\leq t} X_s$.) I really don't understand what you mean by "application" and "project" – Yemon Choi Feb 8 '12 at 0:39
Firstly thanks for your reply. My question was mearly to find out where such a distribution could be used in real world. I am an honours student and i am considering this as a thesis project, i was told that this is an old unsolved problem but was never given any motivation behind this project. I am just trying to fill in some blanks here. If you share your suggestions or knowldege it would be much appreciated. – Hardy Feb 8 '12 at 2:14