Extremes of γ-reflected Gaussian processes with stationary increments
ESAIM: PS, 21 (2017) 495-535
Published online: 2018-01-08
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
The time of ultimate recovery in Gaussian risk model
Krzysztof Dȩbicki and Peng LiuExtremes 22 (3) 499 (2019)
DOI: 10.1007/s10687-019-00343-5
See this article
Approximation of ruin probability and ruin time in discrete Brownian risk models
Grigori JasnovidovScandinavian Actuarial Journal 2020 (8) 718 (2020)
DOI: 10.1080/03461238.2020.1725911
See this article
Extremes of nonstationary Gaussian fluid queues
Krzysztof Dȩbicki and Peng LiuAdvances in Applied Probability 50 (3) 887 (2018)
DOI: 10.1017/apr.2018.40
See this article
Drawdown and Drawup for Fractional Brownian Motion with Trend
Long Bai and Peng LiuJournal of Theoretical Probability 32 (3) 1581 (2019)
DOI: 10.1007/s10959-018-0836-y
See this article
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
Krzysztof Dȩbicki, Lanpeng Ji and Tomasz RolskiExtremes 23 (4) 569 (2020)
DOI: 10.1007/s10687-020-00387-y
See this article
Pandemic-type failures in multivariate Brownian risk models
Krzysztof Dȩbicki, Enkelejd Hashorva and Nikolai KriukovExtremes 25 (1) 1 (2022)
DOI: 10.1007/s10687-021-00424-4
See this article
Extremes of vector-valued Gaussian processes with Trend
Long Bai, Krzysztof Dȩbicki and Peng LiuJournal of Mathematical Analysis and Applications 465 (1) 47 (2018)
DOI: 10.1016/j.jmaa.2018.04.069
See this article
Sojourn Times of Gaussian Processes with Trend
Krzysztof Dȩbicki, Peng Liu and Zbigniew MichnaJournal of Theoretical Probability 33 (4) 2119 (2020)
DOI: 10.1007/s10959-019-00934-9
See this article
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji and Tomasz RolskiStochastic Processes and their Applications 128 (12) 4171 (2018)
DOI: 10.1016/j.spa.2018.02.002
See this article