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.

Extremes
|November 4, 2024
PubMed

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