The first exit time of fractional Brownian motion with a drift from a parabolic domain (Q6541016)
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scientific article; zbMATH DE number 7850600
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| English | The first exit time of fractional Brownian motion with a drift from a parabolic domain |
scientific article; zbMATH DE number 7850600 |
Statements
The first exit time of fractional Brownian motion with a drift from a parabolic domain (English)
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17 May 2024
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exit time
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fractional Brownian motion
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small ball probability
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large deviation
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0.8259211182594299
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0.8000447750091553
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0.7222217917442322
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0.7182759642601013
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