| Original language | English |
|---|---|
| Place of Publication | Eindhoven |
| Publisher | Eurandom |
| Number of pages | 20 |
| Publication status | Published - 2003 |
Publication series
| Name | Report Eurandom |
|---|---|
| Volume | 2003040 |
| ISSN (Print) | 1389-2355 |
Limit theorem for maximum of the storage process with fractional Brownian motion as input
J. Hüsler, V.I. Piterbarg
Research output: Book/Report › Report › Academic
102
Downloads
(Pure)