Level crossings of fractional Brownian motion

arXiv2308.08274MaRDI QIDQ6447565FDOQ6447565

Authors: Purba Das, Rafał M. Łochowski, Toyomu Matsuda, Nicolas Perkowski 

Publication date: 16 August 2023

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

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