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Persistence exponents for Gaussian random fields of fractional Brownian motion type - MaRDI portal

Persistence exponents for Gaussian random fields of fractional Brownian motion type (Q1757174)

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scientific article; zbMATH DE number 6997199
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English
Persistence exponents for Gaussian random fields of fractional Brownian motion type
scientific article; zbMATH DE number 6997199

    Statements

    Persistence exponents for Gaussian random fields of fractional Brownian motion type (English)
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    2 January 2019
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    fractional Brownian motion
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    persistence probability
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    one-sided exit problem
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