On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (Q2350352)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input |
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On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (English)
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19 June 2015
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\(\gamma\)-reflected process
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fractional Brownian motion
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exact asymptotics
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extremes
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Gaussian random fields
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ruin probability
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