Survival exponents for fractional Brownian motion with multivariate time

zbMath1355.60053arXiv1609.05699MaRDI QIDQ2954466

G. M. Molchan

Publication date: 13 January 2017

Full work available at URL: https://arxiv.org/abs/1609.05699

zbMATH Keywords

fractional Brownian motionone-sided exit problemsurvival exponent

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items (2)

Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes ⋮ Persistence exponents for Gaussian random fields of fractional Brownian motion type

Cites Work

• Unnamed Item
• Persistence probabilities for stationary increment processes
• Maximum of a fractional Brownian motion: Probabilities of small values
• Survival exponents for some Gaussian processes
• Universality of the asymptotics of the one-sided exit problem for integrated processes
• Persistence Probabilities and Exponents
• Lectures on Gaussian Processes

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