The distribution of the supremum of a \gamma -reflected stochastic process with an input process belonging to some exponential type Orlicz space

DOI10.1090/TPMS/1017MaRDI QIDQ5351672zbMATH OpenOpenAlexWikidataFDO

Authors R. E. Yamnenko

Publication date 30 August 2017

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1017

zbMATH Keywords

generalized fractional Brownian motionmetric entropyOrlicz spacereflected stochastic processsub-Gaussian process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Fractional processes, including fractional Brownian motion (60G22) Stochastic processes (60G99)

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Cited in

(3)

• Extremes of -reflected Gaussian processes with stationary increments
• Extremes of uncorrelated gamma-reflected Brownian motions with trend
• On the -reflected processes with fBm input

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