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This article is cited in 13 scientific papers (total in 13 papers)
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society
Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
V. I. Piterbarga, B. Stamatovicb a M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
b University of Montenegro
Citation:
V. I. Piterbarg, B. Stamatovic, “Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional”, Russian Math. Surveys, 60:1 (2005), 167–168
Linking options:
https://www.mathnet.ru/eng/rm1398https://doi.org/10.1070/RM2005v060n01ABEH000817 https://www.mathnet.ru/eng/rm/v60/i1/p171
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Abstract page: | 547 | Russian version PDF: | 240 | English version PDF: | 14 | References: | 82 | First page: | 3 |
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