Persistence exponent for random processes in Brownian scenery

zbMath1335.60187arXiv1407.0364MaRDI QIDQ2790222

Fabienne Castell, Frédérique Watbled, Nadine Guillotin-Plantard

Publication date: 3 March 2016

Full work available at URL: https://arxiv.org/abs/1407.0364

zbMATH Keywords

persistencefirst-passage timeone-sided exit problemsurvival exponentone-sided barrier problemBrownian scenery

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Processes in random environments (60K37) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Random walks and branching processes in correlated Gaussian environment ⋮ Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes ⋮ Persistence probabilities for stationary increment processes ⋮ Persistence Probabilities and Exponents

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