Popivoda, Goran, University of Montenegro, Montenegro
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Vol 31, No 8 (2017) - Svetlana Jankovic - Stochastic differential equations, Stochastic processes
Extremes of Gaussian Processes with a Smooth Random Trend
Abstract PDF -
Vol 34, No 14 (2020) - Marija Milosevic - Stochastic Differential equations, Financial mathematics
On the tail asymptotics of supremum of stationary $\chi$-processes with random trend
Abstract
ISSN: 2406-0933