The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1111071
Reference6 articles.
1. A combinatorial lemma and its application to probability theory
2. On the Distribution of the Maximum of a Process with Independent Increments
3. The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments
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