Geodesic
Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets
Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 83-90
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Ruin probability for a Gaussian locally stationary process is considered in the case where the process variance attains its maximum in a finite number of points. The double sum method is applied to calculate exact asymptotics of the corresponding probability. Also, we consider a family of processes with variance that has a countable set of maximum points containing a limit point. 
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S. G. Kobelkov. Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets. Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 83-90. http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a4/

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