Pages that link to "Item:Q3191880"
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The following pages link to Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880):
Displaying 8 items.
- Asymptotic expansions for bivariate normal extremes (Q334016) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- On the first passage problem for correlated Brownian motion (Q2267603) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Correlated fractional counting processes on a finite-time interval (Q2794724) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)