%0 Journal Article
%T Survival exponents for some Gaussian processes
%A George Molchan
%J Mathematics
%D 2012
%I arXiv
%X The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional Brownian motion (FBM) in (-T1,T),T>T1>>1 and the integrated FBM in(0,T), T>>1 .
%U http://arxiv.org/abs/1203.2446v1