Extremes of Gaussian processes with random variance (Q638436)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of Gaussian processes with random variance |
scientific article |
Statements
Extremes of Gaussian processes with random variance (English)
0 references
9 September 2011
0 references
Gaussian processes
0 references
locally stationary
0 references
ruin probability
0 references
random variance
0 references
fractional Brownian motions
0 references
