Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017): Difference between revisions

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Latest revision as of 21:46, 11 July 2024

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Boundary non-crossing probabilities for fractional Brownian motion with trend
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    Boundary non-crossing probabilities for fractional Brownian motion with trend (English)
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    27 April 2016
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    fractional Brownian motion
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    boundary crossings
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    Cameron-Martin-Girsanov theorem
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    large deviation principle
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    reproducing kernel Hilbert spaces
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    Molchan martingale
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    trend function
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    minimization problem
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