On the ruin probability for physical fractional Brownian motion (Q2485794): Difference between revisions

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Property / author: Juerg Hüsler / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spa.2004.04.004 / rank
 
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Property / cites work: Q4726487 / rank
 
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Property / cites work: Ruin probability for Gaussian integrated processes. / rank
 
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Property / cites work: Q5633348 / rank
 
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Property / cites work: Extremes of a certain class of Gaussian processes / rank
 
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Property / cites work: Extremes and related properties of random sequences and processes / rank
 
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Property / cites work: Upcrossing Probabilities for Stationary Gaussian Processes / rank
 
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Property / cites work: Q4864754 / rank
 
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Latest revision as of 14:52, 10 June 2024

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On the ruin probability for physical fractional Brownian motion
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    On the ruin probability for physical fractional Brownian motion (English)
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    5 August 2005
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    Gaussian processes
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    Long-range dependence
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    Regular variation
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