Unilateral Small Deviations for the Integral of Fractional Brownian Motion

G. Molchan, A. Khokhlov

We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of suc…