EXTREME SOJOURNS OF DIFFUSION-PROCESSES

被引:8
作者
BERMAN, SM
机构
关键词
D O I
10.1214/aop/1176991908
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
引用
收藏
页码:361 / 374
页数:14
相关论文
共 6 条
[1]   LOCAL NONDETERMINISM AND LOCAL TIMES OF GAUSSIAN PROCESSES [J].
BERMAN, SM .
INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1973, 23 (01) :69-94
[2]   SOJOURNS AND EXTREMES OF A DIFFUSION PROCESS ON A FIXED-INTERVAL [J].
BERMAN, SM .
ADVANCES IN APPLIED PROBABILITY, 1982, 14 (04) :811-832
[3]   HIGH-LEVEL SOJOURNS OF A DIFFUSION PROCESS ON A LONG INTERVAL [J].
BERMAN, SM .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1983, 62 (02) :185-199
[4]  
Knight F.B., 1981, ESSENTIALS BROWNIAN
[5]  
Volkonskii V. A., 1958, TEOR VEROYATNOST PRI, V3, P332
[6]  
[No title captured]