On the supremum of gamma-reflected processes with fractional Brownian motion as input


Autoria(s): Hashorva E.; Ji L.; Piterbarg V. I.
Data(s)

2013

Identificador

http://serval.unil.ch/?id=serval:BIB_28B3A7E8CADC

isbn:0304-4149 (Print)

doi:10.1016/j.spa.2013.06.007

http://my.unil.ch/serval/document/BIB_28B3A7E8CADC.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_28B3A7E8CADC7

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Stochastic Processes and their Applications, vol. 123, no. 11, pp. 4111-4127

Tipo

info:eu-repo/semantics/article

article