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Exceedance probability of the integral of a stochastic process.

Ana FerreiraLaurens de HaanChen Zhou
Published in: J. Multivar. Anal. (2012)
Keyphrases
  • stochastic process
  • probability measures
  • stochastic processes
  • markov chain
  • stochastic model
  • probability distribution
  • brownian motion
  • autoregressive
  • model selection
  • complex systems
  • diffusion process