Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981): Difference between revisions

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+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
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+Synchronized Lévy queues
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+Quasi-Product Forms for Lévy-Driven Fluid Networks
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+Finite-time ruin probability for correlated Brownian motions
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+Simultaneous ruin probability for two-dimensional brownian risk model
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+Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
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+Exact overflow asymptotics for queues with many Gaussian inputs
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+Two-dimensional ruin probability for subexponential claim size
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+Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Tandem Brownian queues
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