On the one-sided exit problem for fractional Brownian motion (Q428670)

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On the one-sided exit problem for fractional Brownian motion
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    On the one-sided exit problem for fractional Brownian motion (English)
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    22 June 2012
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    first passage time
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    fractional Brownian motion
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    lower tail probability
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    one-sided barrier problem
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    one-sided exit problem
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    small value probability
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    survival exponent
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