Geodesic
The first exit time of fractional Brownian motion from a parabolic domain
Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 3, pp. 610-620 Cet article a éte moissonné depuis la source Math-Net.Ru

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We study the first exit time of a multidimensional fractional Brownian motion from unbounded domains. In particular, we are interested in the upper tail of the corresponding distribution when the domain is parabola-shaped.
Keywords: exit time, fractional Brownian motion, small deviations.
Mots-clés : persistence 
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F. Aurzada; M. A. Lifshits. The first exit time of fractional Brownian motion from a parabolic domain. Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 3, pp. 610-620. http://geodesic.mathdoc.fr/item/TVP_2019_64_3_a12/

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