LIMIT DISTRIBUTION OF SOME FUNCTIONALS OF ONE-DIMENSIONAL DIFFUSION PROCESSES

被引：0

|

作者：

SCHUTZE, D

机构：

来源：

MATHEMATISCHE NACHRICHTEN | 1979年 / 87卷

关键词：

D O I：

10.1002/mana.19790870113

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：121 / 127

页数：7

相关论文

共 50 条

[1] Stable limit theorems for additive functionals of one-dimensional diffusion processes
Bethencourt, Loic
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2023, 59 (04): : 1882 - 1906
[2] ONE-DIMENSIONAL CLASSICAL SCATTERING PROCESSES AND THE DIFFUSION LIMIT
KENDALL, WS
WESTCOTT, M
[J]. ADVANCES IN APPLIED PROBABILITY, 1987, 19 (01) : 81 - 105
[3] Tail distribution estimates for one-dimensional diffusion processes
Nguyen Tien Dung
Ta Cong Son
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 479 (02) : 2119 - 2138
[4] ASYMPTOTIC EXTREME VALUE DISTRIBUTION FOR ONE-DIMENSIONAL DIFFUSION PROCESSES
NEWELL, GF
[J]. JOURNAL OF MATHEMATICS AND MECHANICS, 1962, 11 (03): : 481 - 496
[5] LIMIT DISTRIBUTION OF SOME FUNCTIONALS OF PROCESSES WITH INDEPENDENT INCREMENTS
SCHUTZE, D
[J]. MATHEMATISCHE NACHRICHTEN, 1977, 80 : 327 - 336
[6] LIMIT BEHAVIOR OF FUNCTIONALS OF DIFFUSION PROCESSES
Kulinich, H. L.
Kushnirenko, S., V
Mishura, Y. S.
[J]. THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2015, 92 : 89 - 102
[7] SOME LIMIT THEOREMS ON DISTRIBUTION OF FUNCTIONALS OF PROCESSES ASYMPTOTICALLY APPROACHING MARKOFFS PROCESSES
BOROVKOV, AA
[J]. DOKLADY AKADEMII NAUK SSSR, 1966, 169 (03): : 507 - &
[8] EIGENTIME IDENTITY FOR ONE-DIMENSIONAL DIFFUSION PROCESSES
Cheng, Li-Juan
Mao, Yong-Hua
[J]. JOURNAL OF APPLIED PROBABILITY, 2015, 52 (01) : 224 - 237
[9] ON ONE-DIMENSIONAL DIFFUSION PROCESSES WITH MOVING MEMBRANES
Kopytko, Bohdan
Shevchuk, Roman
[J]. JOURNAL OF APPLIED MATHEMATICS AND COMPUTATIONAL MECHANICS, 2022, 21 (03) : 45 - 57
[10] TIME INVERSION OF ONE-DIMENSIONAL DIFFUSION PROCESSES
WATANABE, S
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 31 (02): : 115 - 124

← 1 2 3 4 5 →