Extremal behaviour of hitting a cone by correlated Brownian motion with drift
Dȩbicki, Krzysztof, Hashorva, Enkelejd, Ji, Lanpeng, Rolski, TomaszLanguage:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2018.02.002
Date:
February, 2018
File:
PDF, 764 KB
english, 2018