The maximum of a Gaussian process with nonconstant variance

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On the maximum of a Gaussian process with unique maximum point of its variance
Upper classes for the increments of fractional Wiener processes
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Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
On the location of the maximum of a process: Lévy, Gaussian and random field cases
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Sojourns above a high level for a gaussian process with a point of maximum variance
The supremum of a process with stationary independent and symmetric increments
Extremes of Gaussian processes with maximal variance near the boundary points
The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail
On maximum of Gaussian random field having unique maximum point of its variance
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A conditional limit law result on the location of the maximum of Brownian motion
A note on extreme values of locally stationary Gaussian processes
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An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process
Extreme sojourns of a Gaussian process with a point of maximum variance
On convergence of the uniform norms for Gaussian processes and linear approximation problems
An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments

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