Pages that link to "Item:Q2044293"
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The following pages link to Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293):
Displaying 6 items.
- On tail probabilities and first passage times for fractional Brownian motion (Q1974576) (← links)
- On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
- Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case (Q3079980) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
- Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)