Persistence probabilities of mixed FBM and other mixed processes
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Publication:5054703
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
fractional Brownian motionGaussian processself-similaritypersistencestationary processreproducing kernel Hilbert spacemixed processes
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