English

Hitting probabilities for fractional Brownian motion with deterministic drift

Probability 2021-12-08 v2

Abstract

Let BHB^{H} be a dd-dimensional fractional Brownian motion with Hurst index H(0,1)H\in(0,1), f:[0,1]Rdf:[0,1]\longrightarrow\mathbb{R}^{d} a Borel function, and E[0,1]E\subset[0,1], FRdF\subset\mathbb{R}^{d} are given Borel sets. The focus of this paper is on hitting probabilities of the fractional Brownian motion BHB^{H} with the deterministic drift ff. It aims to highlight the role of the regularity properties of the drift ff as well as that of the dimension of EE in determining the upper and lower bounds of P{(BH+f)(E)F}\mathbb{P}\{(B^H+f)(E)\cap F\neq \emptyset \} for FF a subset of Rd\mathbb{R}^{d} and also for FF a singleton.

Keywords

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}
}
R2 v1 2026-06-24T08:03:36.781Z