Unilateral small deviations of processes related to the fractional Brownian motion
type: Item
instance of: scholarly article
title: Unilateral small deviations of processes related to the fractional Brownian motion
zbMATH Open document ID: 1151.60017
published in: Stochastic Processes and their Applications
publication date: 2008-11-14T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 5365974
zbMATH Keywords: small deviations
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: level crossing probability
author: G. M. Molchan
MaRDI profile type: Publication
full work available at URL: j.spa.2007.12.001
OpenAlex ID: W1997202848
cites work: Boundary crossings and the distribution function of the maximum of Brownian sheet.
cites work: Q4096185
cites work: Cube root asymptotics
cites work: Characterization of the law of the iterated logarithm in Banach spaces
cites work: Lower tail probabilities for Gaussian processes.
cites work: Q4841584
cites work: Maximum of a fractional Brownian motion: Probabilities of small values
cites work: On a maximum of stable Lévy processes
cites work: Small values of the maximum for the integral of fractional Brownian motion
cites work: A stochastic model of sedimentation: probabilities and multifractality
cites work: Distribution of some functionals of the integral of a random walk
DOI: 10.1016/J.SPA.2007.12.001
description: scientific article; zbMATH DE number 5365974