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On the ruin probability for physical fractional Brownian motion · Study

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ArticleOn the ruin probability for physical fractional Brownian motion

J. Hüsler2004

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Articlebronze2004

On the ruin probability for physical fractional Brownian motion

J. Hüsler · Vladimir Il'ich Piterbarg

52 citations·0/0 files stored·Stochastic Processes and their Applications

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Probability and Risk Models Probability and Statistical Research Stochastic processes and financial applications

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1999Extremes of a certain class of Gaussian processes 2004Extremes of Gaussian processes over an infinite horizon

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Year2004

Typearticle

Published2004-06-11

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations52

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.spa.2004.04.004

openalex_workW1971529263

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