On the ruin probability for physical fractional Brownian motion
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Publication:2485794
DOI10.1016/j.spa.2004.04.004zbMath1070.60036MaRDI QIDQ2485794
Vladimir I. Piterbarg, Juerg Hüsler
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2004.04.004
60G15: Gaussian processes
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