报告题目：The First Exit Time of Fractional Brownian Motion

报告时间：2022-11-17  14:00 - 15:00

报告人：鲁大伟 教授  大连理工大学

腾讯会议ID：821-279-288

Abstract：Consider a fractional Brownian motion starting at an interior point of the minimum and maximum parabolic domains, Let 𝜏_min and 𝜏_max denote the first times that the fractional Brownian motion exits from 𝐷_min and 𝐷_max, respectively. Asymptotically equivalent estimates of log P (𝜏_min > 𝑡) and log P (𝜏_max > 𝑡) are respectively given by using Gordon’s inequality, depending on the relationship between 𝑝_1 and 𝑝_2 . The proof methods are based on early works of Li, Shi, Lifshits, Aurzada and Lu.