Survival exponents for fractional Brownian motion with multivariate time
classification
🧮 math.PR
keywords
browniandomainfractionalh-fbmmotiontimeboundaryconsidered
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Fractional Brownian motion, H-FBM , of index with d-dimensional time is considered in a spherical domain that contains 0 at its boundary. The main result : the log-asymptotics of probability that H-FBM does not exceed a fixed positive level is (H-d)logT(1+o(1)), where T>>1 is radius of the domain.
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