Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion (Q5074422)
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scientific article; zbMATH DE number 7523560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion |
scientific article; zbMATH DE number 7523560 |
Statements
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion (English)
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9 May 2022
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Gaussian process
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integrated fractional Brownian motion
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persistence
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one-sided exit problem
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Riemann-Liouville process
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stationary process
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zero crossing
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