The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains (Q2670771)
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English | The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains |
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The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains (English)
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1 June 2022
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exit time
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fractional Brownian motion
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Gordon's inequality
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small deviations
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