On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant
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Publication:5391088
DOI10.1239/jap/1300198141zbMath1216.60032MaRDI QIDQ5391088
Publication date: 5 April 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1300198141
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60K25: Queueing theory (aspects of probability theory)
60G18: Self-similar stochastic processes
Related Items
Regulated fractionally integrated processes, Bounds on exponential moments of hitting times for reflected processes on the positive orthant, On moment stability properties for a class of state-dependent stochastic networks, A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant
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