Pages that link to "Item:Q1974576"
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The following pages link to On tail probabilities and first passage times for fractional Brownian motion (Q1974576):
Displaying 17 items.
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Rare-event simulation for the hitting time of Gaussian processes (Q832139) (← links)
- Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (Q850766) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation (Q3301101) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion (Q5231185) (← links)
