Persistence probabilities of a smooth self-similar anomalous diffusion process

DOI10.1007/S10955-024-03251-6MaRDI QIDQ6131243zbMATH OpenFDO

Authors Frank Aurzada, Pascal Mittenbühler

Publication date 4 April 2024

Published in Journal of Statistical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2311.03972

zbMATH Keywords

Gaussian processfractional Brownian motionpersistencestationary processanomalous diffusionone-sided exit problemRiemann-Liouville processzero crossingfractionally integrated Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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Cites work

• Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
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• Statistics of shocks in solutions of inviscid Burgers equation
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• The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Unilateral small deviations of processes related to the fractional Brownian motion
• Universality of the asymptotics of the one-sided exit problem for integrated processes
• Weird Brownian motion

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