Kozachenko, Yuri; Moklyachuk, Oksana Large deviation probabilities in terms of majorizing measures. (English) Zbl 1020.60021 Random Oper. Stoch. Equ. 11, No. 1, 1-20 (2003). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G07 60G15 60F10 62M09 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Michna, Zbigniew Ruin probabilities and first passage times for self-similar processes. (English) Zbl 0927.60053 Lund: Lund Univ., Lund Institute of Technology, Department of Mathematical Statistics. viii, 122 p. (1998). Reviewer: Peter Bank (Berlin) MSC: 60G15 60G18 60G70 68M20 × Cite Format Result Cite Review PDF