Research output: Contribution to journal › Article › peer-review
We study the first exit time of a multidimensional fractional Brownian motion from unbounded domains. In particular, we are interested in the upper tail of the corresponding distribution when the domain is parabola-shaped.
| Original language | English |
|---|---|
| Pages (from-to) | 490-497 |
| Number of pages | 8 |
| Journal | ТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ |
| Volume | 64 |
| Issue number | 3 |
| DOIs | |
| State | Published - 27 Jul 2019 |
ID: 43949083