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

J. Hüsler, V.I. Piterbarg

Research output: Book/ReportReportAcademic

84 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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