The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain.
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| Title: | The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain. |
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| Authors: | Zhou, Yinbing1 (AUTHOR), Lu, Dawei1 (AUTHOR) ludawei_dlut@163.com |
| Source: | Methodology & Computing in Applied Probability. Mar2024, Vol. 26 Issue 1, p1-19. 19p. |
| Database: | Mathematics Source |
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| ISSN: | 13875841 |
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| DOI: | 10.1007/s11009-024-10074-1 |