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Extremes and First Passage Times of Correlated Fractional Brownian Motions |
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| Authors: | Enkelejd Hashorva |
| Institution: | Department of Actuarial Science, University of Lausanne, Lausanne, Switzerland |
| Abstract: | |
| Keywords: | Borell-TIS inequality Extremes First passage times Fractional Brownian motion Gaussian random fields Piterbarg inequality |