Hitting probabilities for fractional Brownian motion with deterministic drift
Probability
2021-12-08 v2
Abstract
Let be a -dimensional fractional Brownian motion with Hurst index , a Borel function, and , are given Borel sets. The focus of this paper is on hitting probabilities of the fractional Brownian motion with the deterministic drift . It aims to highlight the role of the regularity properties of the drift as well as that of the dimension of in determining the upper and lower bounds of for a subset of and also for a singleton.
Cite
@article{arxiv.2112.02085,
title = {Hitting probabilities for fractional Brownian motion with deterministic drift},
author = {Youssef Hakiki and Mohamed Erraoui},
journal= {arXiv preprint arXiv:2112.02085},
year = {2021}
}