Excursions of a Gaussian process with variable variance above a barrier increasing to infinity (Q881112)
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scientific article; zbMATH DE number 5155536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excursions of a Gaussian process with variable variance above a barrier increasing to infinity |
scientific article; zbMATH DE number 5155536 |
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Excursions of a Gaussian process with variable variance above a barrier increasing to infinity (English)
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21 May 2007
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Gaussian process
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excursions of Gaussian processes
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level-crossing probability
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fractional Brownian motion
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covariance function
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