scientific article; zbMATH DE number 1275424

zbMATH Open0928.60030MaRDI QIDQ4237948FDOQ4237948

Authors: Joachim Krug 

Publication date: 20 June 1999

Title of this publication is not available (Why is that?)

Recommendations

• Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
• Persistence probabilities of mixed FBM and other mixed processes
• Persistence probabilities for stationary increment processes
• Persistence exponents for Gaussian random fields of fractional Brownian motion type
• Persistence exponent for random processes in Brownian scenery

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)

Cited In (11)

• 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
• Persistence probabilities of a smooth self-similar anomalous diffusion process

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