On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (Q2350352)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the supremum of -reflected processes with fractional Brownian motion as input |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input |
scientific article |
Statements
On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (English)
0 references
19 June 2015
0 references
\(\gamma\)-reflected process
0 references
fractional Brownian motion
0 references
exact asymptotics
0 references
extremes
0 references
Gaussian random fields
0 references
ruin probability
0 references
0.8283337950706482
0 references
0.82786625623703
0 references
0.8146470189094543
0 references
0.8092678785324097
0 references
0.8048235177993774
0 references
