On the ruin probability for physical fractional Brownian motion (Q2485794): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ruin probability for physical fractional Brownian motion |
scientific article |
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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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