An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments

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Cited in

(19)

Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
Position and height of the global maximum of a twice differentiable stochastic process
Uniformly efficient simulation for extremes of Gaussian random fields
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
Moderate deviation for random elliptic PDE with small noise
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
The supremum of a Gaussian process over a random interval
The supremum of a process with stationary independent and symmetric increments
Some maximal inequalities for fractional Brownian motion with polynomial drift
On the regularity of the distribution of the maximum of one-parameter Gaussian processes
Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields
Simultaneous ruin probability for multivariate Gaussian risk model
Extremes of Shepp statistics for the Wiener process
Asymptotic of the running maximum distribution of a Gaussian Bridge
A conditional limit law result on the location of the maximum of Brownian motion
Tail approximations of integrals of Gaussian random fields
On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
On the first-passage times of certain Gaussian processes, and related asymptotics
Asymptotic distribution of sum and maximum for Gaussian processes

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