 | Up a level |
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; Zhang, Yueming (2008). On first and last ruin times of Gaussian processes. Statistics & probability letters, 78(10), pp. 1230-1235. Amsterdam: North-Holland 10.1016/j.spl.2007.11.028
