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

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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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     author = {F. Aurzada and M. A. Lifshits},
     title = {The first exit time of fractional {Brownian} motion from a~parabolic domain},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {610--620},
     publisher = {mathdoc},
     volume = {64},
     number = {3},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2019_64_3_a12/}
}
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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/