Pages that link to "Item:Q3191880"
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The following pages link to Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880):
Displaying 5 items.
- Asymptotic expansions for bivariate normal extremes (Q334016) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
