Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431): Difference between revisions

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Latest revision as of 04:44, 9 July 2024

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Approximation of Passage Times of γ-Reflected Processes with FBM Input
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    Approximation of Passage Times of γ-Reflected Processes with FBM Input (English)
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    15 October 2014
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    Gaussian approximation
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    passage time
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    {\(\gamma\)}-reflected process
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    workload process
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    risk process with tax
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    fractional Brownian motion
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    Piterbarg constant
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    Pickands' constant
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