Pages that link to "Item:Q1777778"
From MaRDI portal
The following pages link to Small values of the maximum for the integral of fractional Brownian motion (Q1777778):
Displayed 17 items.
- Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) (Q393991) (← links)
- Persistence of integrated stable processes (Q495550) (← links)
- On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data (Q930361) (← links)
- Unilateral small deviations of processes related to the fractional Brownian motion (Q952743) (← links)
- Location of the path supremum for self-similar processes with stationary increments (Q1633929) (← links)
- Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences (Q1753251) (← links)
- Survival exponents for some Gaussian processes (Q1929670) (← links)
- Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm (Q2276502) (← links)
- The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points (Q2410022) (← links)
- Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes (Q2516390) (← links)
- Persistence Probabilities and Exponents (Q2807249) (← links)
- Large deviation estimates of the crossing probability for pinned Gaussian processes (Q3516397) (← links)
- Persistence probabilities of mixed FBM and other mixed processes (Q5054703) (← links)
- Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion (Q5074422) (← links)
- Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞ (Q5121242) (← links)
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (Q5475394) (← links)
- Persistence probabilities of a smooth self-similar anomalous diffusion process (Q6131243) (← links)