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Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina (2011). Extremes of Gaussian processes with a smooth random variance. Stochastic processes and their applications, 121(11), pp. 2592-2605. Amsterdam: Elsevier 10.1016/j.spa.2011.06.006
Hüsler, Jürg; Piterbarg, Vladimir; Zhang, Yueming (2011). Extremes of Gaussian processes with random variance. Electronic journal of probability, 16(45), pp. 1254-1280. Shaker Heights, Ohio: Institute of Mathematical Statistics 10.1214/EJP.v16-904
Hüsler, Jürg; Piterbarg, Vladimir (2008). A limit theorem for the time of ruin in a Gaussian ruin problem. Stochastic processes and their applications, 118(11), pp. 2014-2021. Amsterdam: Elsevier 10.1016/j.spa.2007.11.006
