{"id":"https://openalex.org/W2969196542","doi":"https://doi.org/10.1080/17442508.2019.1652609","title":"Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2","display_name":"Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2","publication_year":2019,"publication_date":"2019-08-12","ids":{"openalex":"https://openalex.org/W2969196542","doi":"https://doi.org/10.1080/17442508.2019.1652609","mag":"2969196542"},"language":"en","primary_location":{"id":"doi:10.1080/17442508.2019.1652609","doi":"https://doi.org/10.1080/17442508.2019.1652609","is_oa":false,"landing_page_url":"https://doi.org/10.1080/17442508.2019.1652609","pdf_url":null,"source":{"id":"https://openalex.org/S152786945","display_name":"Stochastics","issn_l":"1744-2508","issn":["1744-2508","1744-2516"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074647425","display_name":"Vitalii Makogin","orcid":"https://orcid.org/0000-0002-5849-0132","observed_orcids":["https://orcid.org/0000-0002-5849-0132"]},"institutions":[{"id":"https://openalex.org/I196349391","display_name":"Universit\u00e4t Ulm","ror":"https://ror.org/032000t02","country_code":"DE","type":"education","lineage":["https://openalex.org/I196349391"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Vitalii Makogin","raw_affiliation_strings":["Institut f\u00fcr Stochastik, Universit\u00e4t Ulm, Ulm, Germany"],"raw_orcid":"https://orcid.org/0000-0002-5849-0132","affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Stochastik, Universit\u00e4t Ulm, Ulm, Germany","institution_ids":["https://openalex.org/I196349391"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5007907173","display_name":"Yuliya Stepanovna Mishura","orcid":"https://orcid.org/0000-0002-6877-1800","observed_orcids":["https://orcid.org/0000-0002-6877-1800"]},"institutions":[{"id":"https://openalex.org/I189238007","display_name":"Taras Shevchenko National University of Kyiv","ror":"https://ror.org/02aaqv166","country_code":"UA","type":"education","lineage":["https://openalex.org/I189238007"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Yuliya Mishura","raw_affiliation_strings":["Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine"],"raw_orcid":"https://orcid.org/0000-0002-6877-1800","affiliations":[{"raw_affiliation_string":"Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine","institution_ids":["https://openalex.org/I189238007"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5074647425"],"corresponding_institution_ids":["https://openalex.org/I196349391"],"apc_list":null,"apc_paid":null,"fwci":0.5758,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.74309912,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":95},"biblio":{"volume":"92","issue":"5","first_page":"746","last_page":"760"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9208999872207642,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9208999872207642,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.02290000021457672,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10288","display_name":"Fractional Differential Equations Solutions","score":0.009200000204145908,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mixed-fractional-brownian-motion","display_name":"mixed fractional Brownian motion","score":0.9359999895095825},{"id":"https://openalex.org/keywords/trends","display_name":"trends","score":0.6620000004768372},{"id":"https://openalex.org/keywords/small-ball-probabilities","display_name":"small ball probabilities","score":0.8960000276565552},{"id":"https://openalex.org/keywords/hurst-index-greater-than-1-2","display_name":"Hurst index greater than 1/2","score":0.9789999723434448},{"id":"https://openalex.org/keywords/asymptotic-behavior","display_name":"asymptotic behavior","score":0.578000009059906},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"upper and lower bounds","score":0.9110000133514404}],"concepts":[{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.9304651021957397},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.7415592074394226},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6639266610145569},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.549625039100647},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.5465975403785706},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5259699821472168},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4454532265663147},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3523763418197632},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3478739261627197},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.18092137575149536},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0916934609413147},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.08383944630622864},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.06685152649879456},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/17442508.2019.1652609","doi":"https://doi.org/10.1080/17442508.2019.1652609","is_oa":false,"landing_page_url":"https://doi.org/10.1080/17442508.2019.1652609","pdf_url":null,"source":{"id":"https://openalex.org/S152786945","display_name":"Stochastics","issn_l":"1744-2508","issn":["1744-2508","1744-2516"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W588973965","https://openalex.org/W1504565605","https://openalex.org/W1530054495","https://openalex.org/W1667961663","https://openalex.org/W1978989007","https://openalex.org/W2171017179","https://openalex.org/W2795812210","https://openalex.org/W2808547438","https://openalex.org/W3101535364"],"related_works":["https://openalex.org/W4321505114","https://openalex.org/W2035064929","https://openalex.org/W2057384585","https://openalex.org/W2915158306","https://openalex.org/W2073997720","https://openalex.org/W2070565950","https://openalex.org/W2795419853","https://openalex.org/W2911012399","https://openalex.org/W2125635163","https://openalex.org/W2401810189"],"abstract_inverted_index":{"The":[0,21],"small":[1],"ball":[2],"probability":[3,29],"of":[4],"a":[5],"mixed":[6],"fractional":[7],"Brownian":[8],"motion":[9],"with":[10],"trend":[11],"for":[12,27],"the":[13],"case":[14],"when":[15],"Hurst":[16],"index":[17],"H\u2208(1/2,1)":[18],"is":[19,36],"considered.":[20],"exact":[22,34],"lower":[23],"and":[24,32],"upper":[25],"bounds":[26],"such":[28],"are":[30],"derived":[31],"its":[33],"asymptotic":[35],"given":[37],"as":[38],"well.":[39]},"counts_by_year":[{"year":2021,"cited_by_count":2}],"updated_date":"2026-09-22T06:50:58.402377","created_date":"2025-10-10T00:00:00"}