Small values of the maximum for the integral of fractional Brownian motion
From MaRDI portal
Publication:1777778
DOI10.1023/B:JOSS.0000012512.18060.a5zbMath1061.60037arXivmath/0212281OpenAlexW1993598763MaRDI QIDQ1777778
Publication date: 25 May 2005
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0212281
Gaussian processes (60G15) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Fractals (28A80)
Related Items
Location of the path supremum for self-similar processes with stationary increments, Persistence probabilities of mixed FBM and other mixed processes, Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion, The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points, Survival exponents for some Gaussian processes, Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\), Persistence probabilities of a smooth self-similar anomalous diffusion process, Large deviation estimates of the crossing probability for pinned Gaussian processes, Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞, On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data, Persistence of integrated stable processes, Unilateral small deviations of processes related to the fractional Brownian motion, Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences, Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm, Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes, Persistence Probabilities and Exponents, Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
