scientific article; zbMATH DE number 1275424

MaRDI QIDQ4237948zbMATH OpenFDO

Authors Joachim Krug

Publication date 20 June 1999

zbMATH Keywords

fractional Brownian motionpersistence probabilitylogarithmic time transformation

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Recommendations

• Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
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Cited in

(11)

• Persistence probabilities of a smooth self-similar anomalous diffusion process
• Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
• Persistence exponents of non-Gaussian processes in statistical mechanics
• A remark on non-Markov property of a fractional Brownian motion
• Persistence exponent for random processes in Brownian scenery
• Perturbed and non-perturbed Brownian taboo processes
• Persistence problems for fractional processes
• A universality class in Markovian persistence
• Persistence probabilities of mixed FBM and other mixed processes
• Span observables: ``when is a foraging rabbit no longer hungry?
• Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation

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