Extremes of γ-reflected Gaussian processes with stationary increments

On Generalised Piterbarg Constants

(2017) Long Bai et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

Generalized Pickands constants and stationary max-stable processes

(2017) Krzysztof Dȩbicki et al.   Extremes

Extremes of Gaussian random fields with regularly varying dependence structure

(2016) Krzysztof Dȩbicki et al.   Extremes

On shape of high massive excursions of trajectories of Gaussian homogeneous fields

(2016) Jürg Hüsler et al.   Extremes

Extremes of stationary Gaussian storage models

(2016) Krzysztof Dębicki et al.   Extremes

Approximation of Passage Times of γ-Reflected Processes with FBM Input

(2016) Enkelejd Hashorva et al.   JOURNAL OF APPLIED PROBABILITY

On the γ-reflected processes with fBm input*

(2015) Peng Liu et al.   Lithuanian Mathematical Journal

Extremes of vector-valued Gaussian processes: Exact asymptotics

(2015) Krzysztof Dȩbicki et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Exact simulation of Brown-Resnick random fields at a finite number of locations

(2015) A. B. Dieker et al.   Extremes

On asymptotic constants in the theory of extremes for Gaussian processes

(2014) A.B. Dieker et al.   BERNOULLI

Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals

(2014) Krzysztof Dębicki et al.   Extremes

On the infimum attained by the reflected fractional Brownian motion

(2014) K. Dębicki et al.   Extremes

Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function

(2013) Adam J. Harper   ANNALS OF APPLIED PROBABILITY

On the supremum of γ -reflected processes with fractional Brownian motion as input

(2013) Enkelejd Hashorva et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

On Clusters of High Extremes of Gaussian Stationary Processes with $\varepsilon$-Separation

(2012) Juerg Huesler et al.   ELECTRONIC JOURNAL OF PROBABILITY

Extremes of Gaussian Processes with Random Variance

(2012) Juerg Huesler et al.   ELECTRONIC JOURNAL OF PROBABILITY

Extremes of the time-average of stationary Gaussian processes

(2011) Krzysztof Dȩbicki et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Conditional limit theorems for regulated fractional Brownian motion

(2009) Hernan Awad et al.   ANNALS OF APPLIED PROBABILITY

On first and last ruin times of Gaussian processes

(2008) Jürg Hüsler et al.   STATISTICS & PROBABILITY LETTERS

A limit theorem for the time of ruin in a Gaussian ruin problem

(2007) Jürg Hüsler et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS