Persistence of fractional Brownian motion with moving boundaries and applications (Q4920457)

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scientific article; zbMATH DE number 6164249
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English
Persistence of fractional Brownian motion with moving boundaries and applications
scientific article; zbMATH DE number 6164249

    Statements

    title
    Persistence of fractional Brownian motion with moving boundaries and applications (English)
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    author
    Frank Aurzada
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    Christoph Baumgarten
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    publication date
    17 May 2013
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    zbMATH Keywords
    fractional Brownian motion
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    moving boundaries
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    Identifiers

    Mathematics Subject Classification ID
    82B31
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    60J65
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    60G22
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    zbMATH DE Number
    6164249
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    OpenAlex ID
    W3103475380
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    arXiv ID
    1301.0424
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