Persistence probabilities of a smooth self-similar anomalous diffusion process (Q6131243)
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scientific article; zbMATH DE number 7827542
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English | Persistence probabilities of a smooth self-similar anomalous diffusion process |
scientific article; zbMATH DE number 7827542 |
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Persistence probabilities of a smooth self-similar anomalous diffusion process (English)
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4 April 2024
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anomalous diffusion
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fractional Brownian motion
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fractionally integrated Brownian motion
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Gaussian process
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one-sided exit problem
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persistence
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Riemann-Liouville process
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stationary process
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zero crossing
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