Stochastic ordering for hitting times of fractional Brownian motions

DOI10.1016/j.spl.2024.110053zbMath1537.60045MaRDI QIDQ6540905

Ulises Pérez Cendejas, Gerardo Pérez Suárez

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic orderhitting times

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22)

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