Khokhlov-Molchan conjecture for integrated fractional Brownian motion
Khokhlov-Molchan conjecture for integrated fractional Brownian motion
Let be fractional Brownian motion with Hurst parameter , and define
There is a function such that
Khokhlov-Molchan conjecture. One has
The value is motivated by numerical simulations and is not proved in the paper.
Sources & referencesView supporting material
Primary source
Frank Aurzada and Thomas Simon, “Persistence probabilities \& exponents”, arXiv:1203.6554 (2012).
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