Persistence of fractional Brownian motion with moving boundaries and applications

DOI10.1088/1751-8113/46/12/125007zbMath1267.82047arXiv1301.0424OpenAlexW3103475380MaRDI QIDQ4920457

Frank Aurzada, Christoph Baumgarten

Publication date: 17 May 2013

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0424

zbMATH Keywords

fractional Brownian motionmoving boundaries

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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