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Universality for persistence exponents of local times of self-similar processes with stationary increments - MaRDI portal

Universality for persistence exponents of local times of self-similar processes with stationary increments

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Publication:6309282

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DOI10.1007/S10959-021-01102-8zbMath1507.60049arXiv1811.02417MaRDI QIDQ6309282

Christian Mönch

Publication date: 6 November 2018

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

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