On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant
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Publication:5391088
DOI10.1239/jap/1300198141zbMath1216.60032OpenAlexW2019405447MaRDI 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
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Queueing theory (aspects of probability theory) (60K25) Self-similar stochastic processes (60G18)
Related Items (4)
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 ⋮ Regulated fractionally integrated processes ⋮ A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant
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