Items where authors include "Rolski, T"

Article

Dȩbicki, K, Ji, L orcid.org/0000-0002-7790-7765 and Rolski, T (2020) Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Extremes, 23 (4). pp. 569-602. ISSN 1386-1999

Dębicki, K, Ji, L orcid.org/0000-0002-7790-7765 and Rolski, T (2019) Logarithmic Asymptotics For Probability Of Component-Wise Ruin In A Two-Dimensional Brownian Model. Risks, 7 (3). 83. ISSN 2227-9091

Debicki, K, Hashorva, E, Ji, L et al. (1 more author) (2018) Extremal behaviour of hitting a cone by correlated Brownian motion with drift. Stochastic Processes and their Applications, 128 (12). pp. 4171-4206. ISSN 0304-4149