Extremes and First Passage Times of Correlated Fractional Brownian Motions


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

2014

Identificador

http://serval.unil.ch/?id=serval:BIB_A9C044F8EA48

isbn:1532-6349 (Print) and 1532-4214 (Electronic)

doi:10.1080/15326349.2014.903159

http://my.unil.ch/serval/document/BIB_A9C044F8EA48.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_A9C044F8EA488

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Stochastic Models, vol. 30, no. 3, pp. 272-299

Tipo

info:eu-repo/semantics/article

article