PROCESSES WITH CONDITIONAL STATIONARY INDEPENDENT INCREMENTS

被引：23

|

作者：

SERFOZO, RF

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1972年 / 9卷 / 02期

关键词：

D O I：

10.2307/3212800

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

收藏

页码：303 / &

相关论文

共 50 条

[21] EXIT PROPERTIES OF STOCHASTIC-PROCESSES WITH STATIONARY INDEPENDENT INCREMENTS
MILLAR, PW
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 178 (APR) : 459 - 479
[22] EXTREME TIME OF STOCHASTIC-PROCESSES WITH STATIONARY INDEPENDENT INCREMENTS
GREENWOOD, P
[J]. ANNALS OF PROBABILITY, 1975, 3 (04): : 664 - 676
[23] NONCOMMUTATIVE STOCHASTIC-PROCESSES WITH INDEPENDENT AND STATIONARY ADDITIVE INCREMENTS
SCHURMANN, M
[J]. LECTURE NOTES IN MATHEMATICS, 1989, 1396 : 339 - 351
[24] HITTING PROBABILITIES OF SINGLE POINTS FOR PROCESSES WITH STATIONARY INDEPENDENT INCREMENTS
KESTEN, H
[J]. MEMOIRS OF THE AMERICAN MATHEMATICAL SOCIETY, 1969, (93) : 1 - &
[25] Variance-optimal hedging for processes with stationary independent increments
Hubalek, Friedrich
Kallsen, Jan
Krawczyk, Leszek
[J]. ANNALS OF APPLIED PROBABILITY, 2006, 16 (02): : 853 - 885
[26] SAMPLE FUNCTION BEHAVIOR OF INCREASING PROCESSES WITH STATIONARY INDEPENDENT INCREMENTS
FRISTEDT, BE
[J]. PACIFIC JOURNAL OF MATHEMATICS, 1967, 21 (01) : 21 - &
[27] PROCESSES WITH STATIONARY INCREMENTS
PICINBONO, B
[J]. ANNALES DES TELECOMMUNICATIONS-ANNALS OF TELECOMMUNICATIONS, 1975, 30 (7-8): : 211 - 212
[28] On the conditional increments of degradation processes
Ye, Zhi-Sheng
[J]. STATISTICS & PROBABILITY LETTERS, 2013, 83 (11) : 2531 - 2536
[29] MEASURES WITH INDEPENDENT INCREMENTS AND NONHOMOGENEOUS PROCESSES WITH INDEPENDENT INCREMENTS
SIDIBE, R
[J]. LECTURE NOTES IN MATHEMATICS, 1981, 850 : 632 - 642
[30] Moderate deviations and functional limits for random processes with stationary and independent increments
GAO Fuqing School of Mathematics and Statistics
[J]. Science China Mathematics, 2006, (12) : 1753 - 1767

← 1 2 3 4 5 →