Persistence probabilities for stationary increment processes
From MaRDI portal
Publication:1747796
DOI10.1016/j.spa.2017.07.016zbMath1396.60037arXiv1606.00236MaRDI QIDQ1747796
Nadine Guillotin-Plantard, Françoise Pène, Frank Aurzada
Publication date: 27 April 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.00236
60G51: Processes with independent increments; Lévy processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60K37: Processes in random environments
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