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Survival exponents for fractional Brownian motion with multivariate time - MaRDI portal

Survival exponents for fractional Brownian motion with multivariate time (Q2954466)

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Survival exponents for fractional Brownian motion with multivariate time
scientific article

    Statements

    publication date
    13 January 2017
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    zbMATH Keywords
    fractional Brownian motion
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    one-sided exit problem
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    survival exponent
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    author
    G. M. Molchan
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    arXiv classification
    math.PR
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    Identifiers

    zbMATH DE Number
    6674404
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    arXiv ID
    1609.05699
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