Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2
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Publication:5086513
DOI10.1080/17442508.2019.1652609zbMATH Open1490.60088OpenAlexW2969196542MaRDI QIDQ5086513FDOQ5086513
Authors: Vitalii Makogin, Yuliya S. Mishura 
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2019.1652609
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Cites Work
- Gaussian processes: Inequalities, small ball probabilities and applications
- Stochastic calculus for fractional Brownian motion and related processes.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Calculus of variations with fractional derivatives and fractional integrals
- Transformation formulas for fractional Brownian motion
- Boundary non-crossing probabilities for fractional Brownian motion with trend
- On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes
- Mixed fractional Brownian motion: a spectral take
- Optimization of small deviation for mixed fractional Brownian motion with trend
Cited In (3)
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