Internal truncated distributions: applications to Wiener process range distribution when deleting a minimum stochastic volatility interval from its domain-Reference-Cited by-同舟云学术

Internal truncated distributions: applications to Wiener process range distribution when deleting a minimum stochastic volatility interval from its domain

Published:2018-12-11 Issue:1 Volume:13 Page:201-215
ISSN:1658-3655
Container-title:Journal of Taibah University for Science
language:en
Short-container-title:Journal of Taibah University for Science

Author:

El-Hadidy Mohamed Abd Allah¹²^ORCID,Alfreedi Ajab A.¹

Affiliation:

1. Mathematics and Statistics Department, College of Science, Taibah University, Yanbu, Kingdom of Saudi Arabia

2. Mathematics Department, Faculty of Science, Tanta University, Tanta, Egypt

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/16583655.2018.1555020

Reference18 articles.

1. The Asymptotic Distribution of the Range of Sums of Independent Random Variables

2. On bounded range distribution of a Wiener process

3. The truncated normal distribution: Applications to queues with impatient customers

4. Fitting truncated geometric distributions in large scale real world networks

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