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Disambiguation of "Piterbarg, V."

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Extremes of a certain class of Gaussian processes

, and . Stochastic Processes and their Applications, 83 (2): 257--271 (Oct 1, 1999)

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V Saile

V Geoffroy

V Ustinov

V Fendrich

V Adams

 

Other publications of authors with the same name

Extremes of a certain class of Gaussian processes, and . Stochastic Processes and their Applications, 83 (2): 257--271 (Oct 1, 1999)On the ruin probability for physical fractional Brownian motion, and . Stochastic Processes and their Applications, 113 (2): 315--332 (October 2004)High excursions for nonstationary generalized chi-square processes. Stochastic Processes and their Applications, 53 (2): 307--337 (October 1994)Stochastic Volatility Model with Time-dependent Skew. Applied Mathematical Finance, 12 (2): 147--185 (2005)Moment explosions in stochastic volatility models., and . Finance and Stochastics, 11 (1): 29-50 (2007)