The first exit time of fractional Brownian motion from a parabolic domain

Frank Aurzada, M. A. Lifshits

Research output

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)610-620
Number of pages11
JournalТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ
Volume64
Issue number3
DOIs
Publication statusPublished - 27 Jul 2019

Scopus subject areas

  • Mathematics(all)

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