On the ruin probability for physical fractional Brownian motion (Q2485794): Difference between revisions
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Property / author: Q804072 / rank | |||
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Property / author: Juerg Hüsler / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / 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 / OpenAlex ID: W1971529263 / 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
scientific article
Language | Label | Description | Also known as |
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English | On the ruin probability for physical fractional Brownian motion |
scientific article |
Statements
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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