Persistence probabilities of a smooth self-similar anomalous diffusion process
DOI10.1007/s10955-024-03251-6arXiv2311.03972MaRDI QIDQ6131243
Frank Aurzada, Pascal Mittenbühler
Publication date: 4 April 2024
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2311.03972
fractional Brownian motionGaussian processpersistencestationary processanomalous diffusionone-sided exit problemRiemann-Liouville processzero crossingfractionally integrated Brownian motion
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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