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Dȩbicki, Krzysztof and Liu, Peng and Michna, Zbigniew (2020) Sojourn Times of Gaussian Processes with Trend. Journal of Theoretical Probability, 33 (4). pp. 2119-2166. DOI https://doi.org/10.1007/s10959-019-00934-9
Bai, Long and Liu, Peng (2019) Drawdown and Drawup for Fractional Brownian Motion with Trend. Journal of Theoretical Probability, 32 (3). pp. 1581-1612. DOI https://doi.org/10.1007/s10959-018-0836-y