Pages that link to "Item:Q1766059"
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The following pages link to Ruin probability for Gaussian integrated processes. (Q1766059):
Displaying 18 items.
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- Sample path properties of reflected Gaussian processes (Q4638252) (← links)
- Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Ruin Probability for the Integrated Gaussian Process with Force of Interest (Q5440642) (← links)
- Sojourn times of Gaussian and related random fields (Q5881790) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
- Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)
- Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics (Q6635939) (← links)
