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In this brief note we give an upper bound for with , where is the exit time defined as and is the fractional Ornstein-Uhlenbeck processes which satisfies the following stochastic differential equation \begin{equation*} dX_t =-λX_t dt+ εdB_t^H\quad ε>0,;λ>0 \end{equation*} with as the fractional brownian motion with parameter of Hurst .

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