- Extremal behavior of hitting a cone by correlated Brownian motion with drift
Description
- Title: Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Journal title: Stochastic Processes and Their Applications
- Creator: Dębicki, Krzysztof ; Hashorva, Enkelejd ; Ji, Lanpeng ; Rolski, Tomasz
- Pages: s. 4171-4206
- Date issued: 2018
- Type: Tekst
- Identifier: ISSN 0304-4149 ; https://doi.org/10.1016/j.spa.2018.02.002
- Language: eng
- Has version: https://doi.org/10.1016/j.spa.2018.02.002
- Detailed object type: art
- Object type: Artykuł
- Location: Vol. 128, iss. 12 (2018)