Small deviations for mixed fractional Brownian motion with trend and with Hurst index \(H>1/2\) (Q5086513)
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scientific article; zbMATH DE number 7553684
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| English | Small deviations for mixed fractional Brownian motion with trend and with Hurst index \(H>1/2\) |
scientific article; zbMATH DE number 7553684 |
Statements
Small deviations for mixed fractional Brownian motion with trend and with Hurst index <i>H</i>>1/2 (English)
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5 July 2022
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mixed Brownian-fractional Brownian process
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fractional calculus
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small ball probability
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trend
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Fredholm equation
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Girsanov theorem
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two-sided bounds
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0.8416591882705688
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0.7956784963607788
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0.7510856986045837
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0.7481080889701843
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0.7422311305999756
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