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math.PR2016★ 1 cited
Survival exponents for fractional Brownian motion with multivariate time
G. Molchan
Fractional Brownian motion, H-FBM , of index with d-dimensional time is considered in a spherical domain that contains 0 at its boundary. The main result : the log-asymptotics of p…
math.PR2012★ 2 cited
Survival exponents for some Gaussian processes
George Molchan
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated…