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Updated: Jun 8, 2025

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Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics
Krzysztof Dȩbicki1, Lanpeng Ji2, Svyatoslav Novikov3
1Mathematical Institute, University of Wrocław, pl. Grunwaldzki 2/4, 50-384, Wrocław, Poland.
Abstract:
For , where are mutually independent fractional Brownian motions, we obtain the exact asymptotics of
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