Pages that link to "Item:Q4578063"
From MaRDI portal
The following pages link to Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063):
Displayed 14 items.
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
- Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- (Q5881790) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input (Q6089005) (← links)