Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 1, Pages 171–178
DOI: https://doi.org/10.4213/tvp243 (Mi tvp243) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Short Communications

The ruin problem for the stationary Gaussian process

S. G. Kobel'kov

M. V. Lomonosov Moscow State University
Full-text PDF (777 kB) Citations (4)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp243
Abstract: The exact asymptotic of the ruin probability is found in the case when the profit rate has the form of the Gaussian stationary process.
Keywords: Gaussian process, Rice method, ruin probability.
Received: 15.10.2003
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 1, Pages 155–163
DOI: https://doi.org/10.1137/S0040585X97980932
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. G. Kobel'kov, “The ruin problem for the stationary Gaussian process”, Teor. Veroyatnost. i Primenen., 49:1 (2004), 171–178; Theory Probab. Appl., 49:1 (2005), 155–163
Citation in format AMSBIB
\Bibitem{Kob04}
\by S.~G.~Kobel'kov
\paper The ruin problem for the stationary Gaussian process
\jour Teor. Veroyatnost. i Primenen.
\yr 2004
\vol 49
\issue 1
\pages 171--178
\mathnet{http://mi.mathnet.ru/tvp243}
\crossref{https://doi.org/10.4213/tvp243}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2141337}
\zmath{https://zbmath.org/?q=an:1089.60022}
\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 1
\pages 155--163
\crossref{https://doi.org/10.1137/S0040585X97980932}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000228185300012}
Linking options:
  • https://www.mathnet.ru/eng/tvp243
  • https://doi.org/10.4213/tvp243
  • https://www.mathnet.ru/eng/tvp/v49/i1/p171
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:349
    Full-text PDF :153
    References:62
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024