The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain.

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Bibliographic Details
Title: The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain.
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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Description
ISSN:13875841
DOI:10.1007/s11009-024-10074-1