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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Debicki, Krzysztof, Ji, Lanpeng, Novikov, Svyatoslav
Formato:	Preprint
Publicado:	2024
Materias:	Probability Mathematical Physics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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