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Persistence probabilities of mixed FBM and other mixed processes - MaRDI portal

Persistence probabilities of mixed FBM and other mixed processes (Q5054703)

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scientific article; zbMATH DE number 7625233
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Persistence probabilities of mixed FBM and other mixed processes
scientific article; zbMATH DE number 7625233

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    Persistence probabilities of mixed FBM and other mixed processes (English)
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    29 November 2022
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    fractional Brownian motion
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    Gaussian process
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    mixed processes
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    persistence
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    reproducing kernel Hilbert space
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    self-similarity
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    stationary process
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