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Publication:2771982
zbMath0985.60034MaRDI QIDQ2771982
Tomasz Rolski, Krzysztof Dȩbicki, Zbigniew Michna
Publication date: 18 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fractional Brownian motionintegrated stationary Gaussian processesnonlinearly scaled Brownian motion
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Bounds for the expected supremum of some non-stationary Gaussian processes ⋮ Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime ⋮ A note on LDP for supremum of Gaussian processes over infinite horizon ⋮ An approximate approach to fractional stochastic integration and its applications ⋮ Extremes of Gaussian processes over an infinite horizon ⋮ Conditional limit theorems for queues with Gaussian input, a weak convergence approach ⋮ Ruin probabilities in perturbed risk models ⋮ Bounds for expected supremum of fractional Brownian motion with drift
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