SOME REMARKS ON THE RAYLEIGH PROCESS

被引：43

作者：

GIORNO, V

NOBILE, AG

RICCIARDI, LM

SACERDOTE, L

机构：

[1] UNIV NAPLES,DIPARTIMENTO MATH & APPLICAZ,I-80134 NAPLES,ITALY

[2] UNIV TURIN,DEPARTIMENTO MATEMAT,I-10123 TURIN,ITALY

来源：

关键词：

D O I：

10.2307/3214182

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

页码：398 / 408

页数：11

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[4] 2 SINGULAR DIFFUSION PROBLEMS [J].

FELLER, W .

[5]

Gradshteyn I. S., 1980, TABLES OF INTEGRALS

[6]

Ito K., 1965, DIFFUSION PROCESSES

[7]

KARLIN S, 1981, 2ND COURSE STOCHASTI

[8] SOME PROBABILISTIC PROPERTIES OF BESSEL FUNCTIONS [J].

KENT, J .

[9]

Stratonovich R.L., 1963, TOPICS THEORY RANDOM, V1

[10]

Tricomi F. G., 1954, FUNZIONI IPERGEOMETR