29 citations · 228 across the 47 of their papers we have counts for
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math.PR2020★ 1 cited
Universal break law for chains of Brownian particles with nearest neighbour interaction
Frank Aurzada, Volker Betz, Mikhail Lifshits
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise potential , with one end of the chain fixed and the other end pulled away, i…
math.PR2020★ 6 cited
Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
Frank Aurzada, Martin Kilian
We consider the persistence probability for the integrated fractional Brownian motion and the fractionally integrated Brownian motion with parameter respectively. For the inte…
math.PR2020★ 3 cited
Persistence probabilities of weighted sums of stationary Gaussian sequences
Frank Aurzada, Sumit Mukherjee
With being a centered stationary Gaussian sequence with non-negative correlation function and a sequence of posit…