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Publications in Math-Net.Ru |
Citations |
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2022 |
| 1. |
F. Aurzada, M. Kilian, “Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion”, Teor. Veroyatnost. i Primenen., 67:1 (2022), 100–114    ; Theory Probab. Appl., 67:1 (2022), 77–88  |
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2021 |
| 2. |
F. Aurzada, V. Betz, M. A. Lifshits, “Breaking a chain of interacting Brownian particles: a Gumbel limit theorem”, Teor. Veroyatnost. i Primenen., 66:2 (2021), 231–260 ; Theory Probab. Appl., 66:2 (2021), 184–208  |
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2019 |
| 3. |
F. Aurzada, M. A. Lifshits, “The first exit time of fractional Brownian motion from a parabolic domain”, Teor. Veroyatnost. i Primenen., 64:3 (2019), 610–620  ; Theory Probab. Appl., 64:3 (2019), 490–497 |
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2018 |
| 4. |
F. Aurzada, C. Mönch, “Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes”, Teor. Veroyatnost. i Primenen., 63:4 (2018), 817–826 ; Theory Probab. Appl., 63:4 (2019), 664–670 |
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2016 |
| 5. |
F. Aurzada, M. A. Lifshits, “Small deviations of sums of correlated stationary Gaussian sequences”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 626–658 ; Theory Probab. Appl., 61:4 (2017), 540–568 |
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2008 |
| 6. |
F. Aurzada, I. A. Ibragimov, M. A. Lifshits, H. J. van Zanden, “Small Deviations of Smooth Stationary Gaussian Processes”, Teor. Veroyatnost. i Primenen., 53:4 (2008), 788–798 ; Theory Probab. Appl., 53:4 (2009), 697–707 |
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