The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains (Q2670771)

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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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