Universality for persistence exponents of local times of self-similar processes with stationary increments
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Publication:2677008
DOI10.1007/s10959-021-01102-8OpenAlexW3157670485MaRDI QIDQ2677008
Publication date: 29 September 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.02417
fractional Brownian motionself-similaritylocal timestationary incrementspersistence probabilitypalm distribution
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
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Cites Work
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