Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case (Q3079980)
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scientific article; zbMATH DE number 5860401
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| English | Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case |
scientific article; zbMATH DE number 5860401 |
Statements
Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case (English)
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4 March 2011
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exact asymptotics
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fractional Brownian motion
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Gaussian process
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supremum
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0.7881852388381958
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0.7765501141548157
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0.7674202919006348
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