Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes and First Passage Times of Correlated Fractional Brownian Motions |
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Extremes and First Passage Times of Correlated Fractional Brownian Motions (English)
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25 September 2014
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fractional Brownian motion
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extremes
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first passage times
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Borell-TIS inequality
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Gaussian random fields
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Piterbarg inequality
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