7 citations to https://www.mathnet.ru/rus/tvp5262
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Miaolei Zheng, Hui Wang, Ying Wang, Xi Chen, “Dependence of metrics and noise intensity on escape dynamics: mean first exit time and escape probability”, Phys. Scr., 100:1 (2025), 015221
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Yinbing Zhou, Dawei Lu, “The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain”, Methodol Comput Appl Probab, 26:1 (2024)
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Yinbing Zhou, Dawei Lu, “The first exit time of fractional Brownian motion from an unbounded domain”, Statistics & Probability Letters, 2024, 110319
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D. Lu, Y. Zhou, “The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains”, Statistics & Probability Letters, 186 (2022), 109467
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T. Vojta, A. Warhover, “Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls”, J. Stat. Mech.-Theory Exp., 2021:3 (2021), 033215
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T. Vojta, Z. Miller, S. Halladay, “Tempered fractional Brownian motion on finite intervals”, Eur. Phys. J. B, 94:10 (2021), 208
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T. Vojta, S. Halladay, S. Skinner, S. Janusonis, T. Guggenberger, R. Metzler, “Reflected fractional brownian motion in one and higher dimensions”, Phys. Rev. E, 102:3 (2020), 032108