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Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Debicki, Krzysztof, Ji, Lanpeng, Novikov, Svyatoslav
Format:	Preprint
Publié:	2024
Sujets:	Probability Mathematical Physics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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