scientific article; zbMATH DE number 6406966

zbMath1322.60031MaRDI QIDQ5175422

Christoph Baumgarten

Publication date: 23 February 2015

Full work available at URL: http://www.math.uni.wroc.pl/%7epms/publicationsArticle.php?ppB=293&nr=34.2&nrA=8&ppE=316

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zbMATH Keywords

Lévy processesfractional Brownian motionself-similarityrandom walksurvival probabilitypersistence probabilityiterated Brownian motionone-sided exit problemasymptotic decayone-sided barrier problemiterated processessmall deviation probability

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Self-similar stochastic processes (60G18) Limit theorems in probability theory (60F99)

Related Items (3)

Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials ⋮ Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem ⋮ Persistence Probabilities and Exponents

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