Joint distributions of the maximum and the process for higher-order diffusions-Reference-Cited by-同舟云学术

Joint distributions of the maximum and the process for higher-order diffusions

Published:2001-07 Issue:1 Volume:94 Page:71-93
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Beghin L.,Orsingher E.,Ragozina T.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference25 articles.

1. Abramowitz, M., Stegun, I., 1972. Handbook of Mathematical Functions. Dover Publ., New York.

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3. Conditional maximal distributions of processes related to higher-order heat-type equations;Beghin;Stochastic Process. Appl.,2000

4. Daletsky, Yu.L., 1969. Integration in function spaces. In: Gamkrelidze, R.V. (Ed.), Progress in Mathematics. Vol. 4, Plenum Press, New York and London, pp. 87–132.

5. Generalized measures in function spaces;Daletsky;Theory Probab. Appl.,1965

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