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On the supremum of gamma-reflected processes with fractional Brownian motion as input

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2013
Author Hashorva Enkelejd, Ji Lanpeng, Piterbarg I Vladimir,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal Stochastic Processes and their Applications
Volume (Issue) 123(11)
Page(s) 4111 - 4127
Title of proceedings Stochastic Processes and their Applications
DOI 10.1016/j.spa.2013.06.007

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