Pages that link to "Item:Q2350352"
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The following pages link to On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (Q2350352):
Displaying 30 items.
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Sample path properties of reflected Gaussian processes (Q4638252) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (Q5351672) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
- Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input (Q6089005) (← links)
