Piterbarg, Vladimir I.; Rodionov, Igor V. High excursions of Bessel and related random processes. (English) Zbl 1456.60088 Stochastic Processes Appl. 130, No. 8, 4859-4872 (2020). MSC: 60G15 PDFBibTeX XMLCite \textit{V. I. Piterbarg} and \textit{I. V. Rodionov}, Stochastic Processes Appl. 130, No. 8, 4859--4872 (2020; Zbl 1456.60088) Full Text: DOI
Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. (English) Zbl 1316.60054 Stochastic Processes Appl. 123, No. 11, 4111-4127 (2013). MSC: 60G22 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Stochastic Processes Appl. 123, No. 11, 4111--4127 (2013; Zbl 1316.60054) Full Text: DOI arXiv
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina Extremes of Gaussian processes with a smooth random variance. (English) Zbl 1228.60059 Stochastic Processes Appl. 121, No. 11, 2592-2605 (2011). Reviewer: Michael Falk (Würzburg) MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{J. Hüsler} et al., Stochastic Processes Appl. 121, No. 11, 2592--2605 (2011; Zbl 1228.60059) Full Text: DOI
Hüsler, Jürg; Piterbarg, Vladimir A limit theorem for the time of ruin in a Gaussian ruin problem. (English) Zbl 1151.60313 Stochastic Processes Appl. 118, No. 11, 2014-2021 (2008). MSC: 60F05 60G15 91B30 PDFBibTeX XMLCite \textit{J. Hüsler} and \textit{V. Piterbarg}, Stochastic Processes Appl. 118, No. 11, 2014--2021 (2008; Zbl 1151.60313) Full Text: DOI
Mladenović, Pavle; Piterbarg, Vladimir On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. (English) Zbl 1118.60047 Stochastic Processes Appl. 116, No. 12, 1977-1991 (2006). MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{P. Mladenović} and \textit{V. Piterbarg}, Stochastic Processes Appl. 116, No. 12, 1977--1991 (2006; Zbl 1118.60047) Full Text: DOI
Hüsler, Jürg; Piterbarg, Vladimir Limit theorem for maximum of the storage process with fractional Brownian motion as input. (English) Zbl 1075.60119 Stochastic Processes Appl. 114, No. 2, 231-250 (2004). Reviewer: Janos Galambos (Philadelphia) MSC: 60K30 60K25 60G15 PDFBibTeX XMLCite \textit{J. Hüsler} and \textit{V. Piterbarg}, Stochastic Processes Appl. 114, No. 2, 231--250 (2004; Zbl 1075.60119) Full Text: DOI Link
Hüsler, J.; Piterbarg, V. On the ruin probability for physical fractional Brownian motion. (English) Zbl 1070.60036 Stochastic Processes Appl. 113, No. 2, 315-332 (2004). MSC: 60G15 PDFBibTeX XMLCite \textit{J. Hüsler} and \textit{V. Piterbarg}, Stochastic Processes Appl. 113, No. 2, 315--332 (2004; Zbl 1070.60036) Full Text: DOI
Hüsler, J.; Piterbarg, V. Extremes of a certain class of Gaussian processes. (English) Zbl 0997.60057 Stochastic Processes Appl. 83, No. 2, 257-271 (1999). Reviewer: Petr Lachout (Praha) MSC: 60G70 60F05 60G15 PDFBibTeX XMLCite \textit{J. Hüsler} and \textit{V. Piterbarg}, Stochastic Processes Appl. 83, No. 2, 257--271 (1999; Zbl 0997.60057) Full Text: DOI
Piterbarg, V. I. High excursions for nonstationary generalized chi-square processes. (English) Zbl 0815.60045 Stochastic Processes Appl. 53, No. 2, 307-337 (1994). Reviewer: W.Dziubdziela (Wrocław) MSC: 60G70 60G60 60F10 PDFBibTeX XMLCite \textit{V. I. Piterbarg}, Stochastic Processes Appl. 53, No. 2, 307--337 (1994; Zbl 0815.60045) Full Text: DOI