Pages that link to "Item:Q3914147"
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The following pages link to Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion (Q3914147):
Displaying 9 items.
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Extreme sojourns of a Gaussian process with a point of maximum variance (Q1071379) (← links)
- Maximum likelihood analysis of spike trains of interacting nerve cells (Q1104265) (← links)
- Extremes of diffusions over fixed intervals (Q1312308) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
- Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (Q2953710) (← links)
- Remarks on “boundary crossing result for brownian motion” (Q4320326) (← links)
