On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (Q2350352)
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scientific article; zbMATH DE number 6447507
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| English | On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input |
scientific article; zbMATH DE number 6447507 |
Statements
On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (English)
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19 June 2015
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\(\gamma\)-reflected process
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fractional Brownian motion
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exact asymptotics
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extremes
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Gaussian random fields
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ruin probability
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0.8283337950706482
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0.82786625623703
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0.8146470189094543
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0.8092678785324097
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0.8048235177993774
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