Extremal behaviour of hitting a cone by correlated Brownian...

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Extremal behaviour of hitting a cone by correlated Brownian motion with drift

Dȩbicki, Krzysztof, Hashorva, Enkelejd, Ji, Lanpeng, Rolski, Tomasz
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Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2018.02.002
Date:
February, 2018
File:
PDF, 764 KB
english, 2018
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