DISTRIBUTION OF SUPREMUM OF 2-PARAMETER YEH-WIENER PROCESS ON BOUNDARY

被引:13
作者
PARANJAPE, SR [1 ]
PARK, C [1 ]
机构
[1] MIAMI UNIV, OXFORD, OH 45056 USA
关键词
D O I
10.2307/3212390
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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页码:875 / 880
页数:6
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