Notes on spherical bifractional Brownian motion
The existence of the bifractional Brownian motion ${B_{H,K}}$ indexed by a sphere when $K\in (-\infty ,1]\setminus \{0\}$ and $H\in (0,1/2]$ is discussed, and the asymptotics of its excursion probability $\mathbb{P}\left\{{\sup _{M\in \mathbb{S}}}{B_{H,K}}(M)>x\right\}$ as $x\to \infty $ is studi...
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| Format: | Article |
| Language: | English |
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VTeX
2022-06-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/22-VMSTA207 |