On the ruin problem with power losses for a Gaussian stationary process
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2005), pp. 23-29
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@article{VMUMM_2005_6_a3,
author = {S. G. Kobel'kov},
title = {On the ruin problem with power losses for a {Gaussian} stationary process},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {23--29},
publisher = {mathdoc},
number = {6},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2005_6_a3/}
}
TY - JOUR AU - S. G. Kobel'kov TI - On the ruin problem with power losses for a Gaussian stationary process JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2005 SP - 23 EP - 29 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2005_6_a3/ LA - ru ID - VMUMM_2005_6_a3 ER -
S. G. Kobel'kov. On the ruin problem with power losses for a Gaussian stationary process. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2005), pp. 23-29. http://geodesic.mathdoc.fr/item/VMUMM_2005_6_a3/