Notes on spherical bifractional Brownian motion

被引：2
|
作者：
El Omari, Mohamed [1 ]
机构：
[1] Chouaib Doukkali Univ, Polydisciplinary Fac Sidi Bennour, BP 299,Jabrane Khalil Jabrane St, El Jadida 24000, Morocco
来源：
MODERN STOCHASTICS-THEORY AND APPLICATIONS | 2022年 / 9卷 / 03期
关键词：
Fractional brownian motion; bifractional brownian motion; excursion probability; sphere; asymptotics; RANDOM-FIELDS; IDENTIFICATION; STATIONARY;
D O I：
10.15559/22-VMSTA207
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The existence of the bifractional Brownian motion B-H,B- K indexed by a sphere when K is an element of(-infinity, 1] \ {0} and H is an element of(0, 1/2] is discussed, and the asymptotics of its excursion probability P {sup(M is an element of S) B-H,B-K(M) > x} as x ->infinity is studied.
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页码：339 / 355
页数：17
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