Aurzada Frank

Publications in Math-Net.Ru

1. Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
   
   Teor. Veroyatnost. i Primenen., 67:1 (2022),  100–114
2. Breaking a chain of interacting Brownian particles: a Gumbel limit theorem
   
   Teor. Veroyatnost. i Primenen., 66:2 (2021),  231–260
3. The first exit time of fractional Brownian motion from a parabolic domain
   
   Teor. Veroyatnost. i Primenen., 64:3 (2019),  610–620
4. Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes
   
   Teor. Veroyatnost. i Primenen., 63:4 (2018),  817–826
5. Small deviations of sums of correlated stationary Gaussian sequences
   
   Teor. Veroyatnost. i Primenen., 61:4 (2016),  626–658
6. Small Deviations of Smooth Stationary Gaussian Processes
   
   Teor. Veroyatnost. i Primenen., 53:4 (2008),  788–798