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Autoren
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Titel
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Journal
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DOI
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arXiv
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Aurzada, F.; Kilian, M.; Sönmez, E.
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Persistence probabilities of mixed FBM and other mixed processes
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Erscheint in Journal of Physics A: Mathematical and Theoretical (2022)
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Link
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Link
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Aurzada, F.; Kilian, M.
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Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
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Theory of Probability and its Applications 67 (2022), 77-88 (Englisch)
Teoriya Veroyatnostei i ee Primeneniya 67 (2022), 100-114 (Russisch)
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Link (Englisch)
Link (Russisch)
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Link
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Aurzada, F.; Buck, M.; Kilian, M.
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Penalizing fractional Brownian motion for being negative
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Stochastic Processes and their Applications 130 (2020), 6625-6637
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Link
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Link
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