Persistence probabilities of mixed FBM and other mixed processes

DOI10.1088/1751-8121/ac7bbcOpenAlexW4283382054MaRDI QIDQ5054703

Frank Aurzada, Ercan Sönmez, Martin Kilian

Publication date: 29 November 2022

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

Full work available at URL: https://arxiv.org/abs/2201.08784

zbMATH Keywords

fractional Brownian motionGaussian processself-similaritypersistencestationary processreproducing kernel Hilbert spacemixed processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

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