Level crossings of fractional Brownian motion

MaRDI QIDQ6447565zbMATH OpenFDO

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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