Exit problems for fractional processes, random walks and an insurance model

Exit problems for fractional processes, random walks and an insurance model

In this thesis, we are concerned with different persistence problems and a problem from risk theory. The content of this work is divided into four parts that are mostly independent. In the first part, we consider two classes of Gaussian sequences that are discrete-time analogs of two-sided fractiona...

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Bibliographic Details
Main Author: Buck, Micha Matthäus
Format: Others
Language:en
Published: 2020
Online Access:https://tuprints.ulb.tu-darmstadt.de/11735/1/Dissertation.pdf
Buck, Micha Matthäus <http://tuprints.ulb.tu-darmstadt.de/view/person/Buck=3AMicha_Matth=E4us=3A=3A.html> (2020): Exit problems for fractional processes, random walks and an insurance model.Darmstadt, Technische Universität Darmstadt, DOI: 10.25534/tuprints-00011735 <https://doi.org/10.25534/tuprints-00011735>, [Ph.D. Thesis]

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https://tuprints.ulb.tu-darmstadt.de/11735/1/Dissertation.pdf
Buck, Micha Matthäus <http://tuprints.ulb.tu-darmstadt.de/view/person/Buck=3AMicha_Matth=E4us=3A=3A.html> (2020): Exit problems for fractional processes, random walks and an insurance model.Darmstadt, Technische Universität Darmstadt, DOI: 10.25534/tuprints-00011735 <https://doi.org/10.25534/tuprints-00011735>, [Ph.D. Thesis]

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