Persistence probabilities for stationary increment processes

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Cite
Aurzada, Frank, et al. “Persistence Probabilities for Stationary Increment Processes”. Stochastic Processes and Their Applications, vol. 128, no. 5, 2018, pp. 1750-71, https://doi.org/10.1016/j.spa.2017.07.016.
Aurzada, F., Guillotin-Plantard, N., & Pène, F. (2018). Persistence probabilities for stationary increment processes. Stochastic Processes and Their Applications, 128(5), 1750-1771. https://doi.org/10.1016/j.spa.2017.07.016
Aurzada, Frank, Nadine Guillotin-Plantard, and Françoise Pène. “Persistence Probabilities for Stationary Increment Processes”. Stochastic Processes and Their Applications 128, no. 5 (2018): 1750-71. https://doi.org/10.1016/j.spa.2017.07.016.
Aurzada F, Guillotin-Plantard N, Pène F. Persistence probabilities for stationary increment processes. Stochastic Processes and their Applications. 2018;128(5):1750-71.
Refrences
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Citations
Title Journal Journal Categories Citations Publication Date
Persistence Probabilities of a Smooth Self-Similar Anomalous Diffusion Process

Journal of Statistical Physics
  • Science: Mathematics
  • Science: Physics
2024
Fractional Brownian motion: Small increments and first exit time from one-sided barrier Chaos, Solitons & Fractals
  • Science: Mathematics
  • Science: Physics
  • Science: Mathematics
  • Science: Physics
2023
Persistence probabilities of weighted sums of stationary Gaussian sequences Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
1 2023
Persistence probabilities of mixed FBM and other mixed processes

Journal of Physics A: Mathematical and Theoretical
  • Science: Physics
  • Science: Mathematics
  • Science: Physics
2022
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion Theory of Probability & Its Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
1 2022
Citations Analysis
The category Science: Mathematics 12 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes and was published in 2018. The most recent citation comes from a 2024 study titled Persistence Probabilities of a Smooth Self-Similar Anomalous Diffusion Process. This article reached its peak citation in 2022, with 3 citations. It has been cited in 10 different journals. Among related journals, the Journal of Statistical Physics cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year