Extremal behavior of hitting a cone by correlated Brownian motion with drift

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Serval ID
serval:BIB_C1D5C5852CAE
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Journal
Stochastic Processes and their Applications
Author(s)
Dȩbicki Krzysztof, Hashorva Enkelejd, Ji Lanpeng, Rolski Tomasz
ISSN
0304-4149
Publication state
Published
Issued date
02/2018
Peer-reviewed
Oui
Volume
128
Pages
4171–4206
Language
english
Keywords
Modelling and Simulation, Statistics and Probability, Applied Mathematics
URN
urn:nbn:ch:serval-BIB_C1D5C5852CAE0
OAI-PMH
oai:serval.unil.ch:BIB_C1D5C5852CAE
DOI
10.1016/j.spa.2018.02.002
Create date
17/02/2018 12:49
Last modification date
21/08/2019 7:10
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