Dȩbicki, Krzysztof

1. Extremes of Vector-Valued Gaussian Processes
   2019/11/14 by Krzysztof Dȩbicki, Enkelejd Hashorva, Dȩbicki, Krzysztof +3 · 4 citations
   Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Probability and Risk Models
2. Extremes of vector-valued Gaussian processes: exact asymptotics
   2015/05/24 by Dȩbicki, Krzysztof, Hashorva, Enkelejd, Ji, Lanpeng +1 · 1 citation
   #FOS: Mathematics #Probability (math.PR)
3. Sojourns of fractional Brownian motion queues: transient asymptotics
   2023/08/29 by Dȩbicki, Krzysztof, Hashorva, Enkelejd, Liu, Peng · 1 citation
   #FOS: Mathematics #Probability (math.PR)
4. Pandemic-type Failures in Multivariate Brownian Risk Models
   2020/08/17 by Dȩbicki, Krzysztof, Hashorva, Enkelejd, Kriukov, Nikolai · 1 citation
   #FOS: Mathematics #Primary 60G15 #Probability (math.PR) #secondary 60G70