FUNCTIONALS OF BROWNIAN MEANDER AND BROWNIAN EXCURSION

被引:68
作者
DURRETT, RT [1 ]
IGLEHART, DL [1 ]
机构
[1] STANFORD UNIV,DEPT OPERAT RES,STANFORD,CA 94305
关键词
D O I
10.1214/aop/1176995896
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:130 / 135
页数:6
相关论文
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  • [3] WEAK CONVERGENCE TO BROWNIAN MEANDER AND BROWNIAN EXCURSION
    DURRETT, RT
    IGLEHART, DL
    MILLER, DR
    [J]. ANNALS OF PROBABILITY, 1977, 5 (01) : 117 - 129
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  • [5] Ito K., 1974, DIFFUSION PROCESSES
  • [6] Levy P., 1939, COMPOS MATH, V7, P283, DOI DOI 10.1080/17442508508833361