V. I. Piterbarg, B. Stamatovic, “Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional”, Uspekhi Mat. Nauk, 2005, Volume 60, Issue 1(361),Pages <nobr>171

This article is cited in 14 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. Piterbarg^a, B. Stamatovic^b

^a M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
^b University of Montenegro

MSC: 60G15

Presented: A. V. Bulinski
Accepted: 23.11.2004

DOI: 10.4213/rm1398