Pages that link to "Item:Q2485794"
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The following pages link to On the ruin probability for physical fractional Brownian motion (Q2485794):
Displayed 19 items.
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
- Ruin Probability for the Integrated Gaussian Process with Force of Interest (Q5440642) (← links)