Maxima of stochastic processes driven by fractional Brownian motion

Boris Buchmann, Claudia Kluppelberg

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)
Original languageEnglish
Pages (from-to)743 - 764
Number of pages22
JournalAdvances in Applied Probability
Volume37
Issue number3
Publication statusPublished - 2005

Cite this