Extremes of threshold-dependent Gaussian processes (Q1623843)
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scientific article; zbMATH DE number 6984197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of threshold-dependent Gaussian processes |
scientific article; zbMATH DE number 6984197 |
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Extremes of threshold-dependent Gaussian processes (English)
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23 November 2018
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extremes
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Gaussian processes
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fractional Brownian motion
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ruin probability
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ruin time
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