关于球面双分数布朗运动的注记

IF 0.7 Q3 STATISTICS & PROBABILITY
Mohamed El Omari
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引用次数: 2

摘要

讨论了以球为指标的双分数布朗运动${B_{H,K}}$在$K\in (-\infty ,1]\setminus \{0\}$和$H\in (0,1/2]$时的存在性,并研究了其偏移概率$\mathbb{P}\left\{{\sup _{M\in \mathbb{S}}}{B_{H,K}}(M)>x\right\}$在$x\to \infty $时的渐近性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Notes on spherical bifractional Brownian motion
The existence of the bifractional Brownian motion ${B_{H,K}}$ indexed by a sphere when $K\in (-\infty ,1]\setminus \{0\}$ and $H\in (0,1/2]$ is discussed, and the asymptotics of its excursion probability $\mathbb{P}\left\{{\sup _{M\in \mathbb{S}}}{B_{H,K}}(M)>x\right\}$ as $x\to \infty $ is studied.
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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