JOINT DENSITY OF THE MAXIMUM AND ITS LOCATION FOR A WIENER PROCESS WITH DRIFT

被引:65
作者
SHEPP, LA
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D O I
10.2307/3212910
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
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020208 ; 070103 ; 0714 ;
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页码:423 / 427
页数:5
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