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Persistence probabilities of a smooth self-similar anomalous diffusion process - MaRDI portal

Persistence probabilities of a smooth self-similar anomalous diffusion process (Q6131243)

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scientific article; zbMATH DE number 7827542
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Persistence probabilities of a smooth self-similar anomalous diffusion process
scientific article; zbMATH DE number 7827542

    Statements

    Persistence probabilities of a smooth self-similar anomalous diffusion process (English)
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    4 April 2024
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    anomalous diffusion
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    fractional Brownian motion
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    fractionally integrated Brownian motion
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    Gaussian process
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    one-sided exit problem
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    persistence
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    Riemann-Liouville process
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    stationary process
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    zero crossing
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