On the ruin probability for physical fractional Brownian motion (Q2485794)

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On the ruin probability for physical fractional Brownian motion
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    title
    On the ruin probability for physical fractional Brownian motion (English)
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    author
    Vladimir I. Piterbarg
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    Juerg Hüsler
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    publication date
    5 August 2005
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    zbMATH DE Number
    2192533
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    zbMATH Keywords
    Gaussian processes
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    Long-range dependence
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    Regular variation
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