Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Passage Times of γ-Reflected Processes with FBM Input |
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Approximation of Passage Times of γ-Reflected Processes with FBM Input (English)
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15 October 2014
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Gaussian approximation
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passage time
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{\(\gamma\)}-reflected process
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workload process
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risk process with tax
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fractional Brownian motion
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Piterbarg constant
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Pickands' constant
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