Universality of the asymptotics of the one-sided exit problem for integrated processes
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Publication:1943327
DOI10.1214/11-AIHP427zbMath1285.60042arXiv1008.0485MaRDI QIDQ1943327
Frank Aurzada, Steffen Dereich
Publication date: 19 March 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.0485
random polynomialsone-sided exit problemmoving barrierintegrated random walkpersistence exponentfractionally integrated Lévy process
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50)
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