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EXTREMES AND FIRST PASSAGE TIMES OF CORRELATED FRACTIONAL BROWNIAN MOTIONS

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2014
Author Hashorva Enkelejd, Ji Lanpeng,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal STOCHASTIC MODELS
Volume (Issue) 30(3)
Page(s) 272 - 299
Title of proceedings STOCHASTIC MODELS
DOI 10.1080/15326349.2014.903159

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