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On the ruin probability for physical fractional Brownian motion
2 references·0 citing·7 second hop
On the ruin probability for physical fractional Brownian motion (2004)On the ruin probability for physical frac…Extremes of Gaussian processes over an infinite horizon (2004)Extremes of Gaussian processe…Extremes of a certain class of Gaussian processes (1999)Extremes of a certain class o…Extremes and related properties of random sequences and processes (1984)Large deviations and overflow probabilities for the general single-server queue, with applications (1995)Stochastic Flows and Stochastic Differential Equations (1998)Conditional limit theorems for queues with Gaussian input, a weak convergence approach (2004)Extremes of vector-valued Gaussian processes: Exact asymptotics (2015)Ruin probability for Gaussian integrated processes (2002)Exact overflow asymptotics for queues with many Gaussian inputs (2003)
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References

  • 1999Extremes of a certain class of Gaussian processes146 cited
  • 2004Extremes of Gaussian processes over an infinite horizon86 cited

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