On shape of trajectories of Gaussian processes having large massive excursions
Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 4, pp. 672-694
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@article{TVP_2013_58_4_a2,
author = {E. V. Kremena and V. I. Piterbarg and Yu. Husler},
title = {On shape of trajectories of {Gaussian} processes having large massive excursions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {672--694},
publisher = {mathdoc},
volume = {58},
number = {4},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a2/}
}
TY - JOUR AU - E. V. Kremena AU - V. I. Piterbarg AU - Yu. Husler TI - On shape of trajectories of Gaussian processes having large massive excursions JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2013 SP - 672 EP - 694 VL - 58 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a2/ LA - ru ID - TVP_2013_58_4_a2 ER -
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E. V. Kremena; V. I. Piterbarg; Yu. Husler. On shape of trajectories of Gaussian processes having large massive excursions. Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 4, pp. 672-694. http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a2/