Limit theorem for maximum of the storage process with fractional Brownian motion as input

J. Hüsler, V.I. Piterbarg

    Research output: Book/ReportReportAcademic

    66 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages20
    Publication statusPublished - 2003

    Publication series

    NameReport Eurandom
    Volume2003040
    ISSN (Print)1389-2355

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