Results for Markov property

Publications & Outputs

1. Tail asymptotics for Shepp-statistics of Brownian motion in ℝ ^d

   Korshunov, D. & Wang, L., 31/03/2020, In: Extremes. 23, 1, p. 35-54 20 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Generalized Integrated Brownian Fields for Simulation Metamodeling

   Salemi, P., Staum, J. & Nelson, B., 10/06/2019, In: Operations Research. 67, 3, p. 874-891 18 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review