ASYMPTOTIC EXTREME VALUE DISTRIBUTION FOR ONE-DIMENSIONAL DIFFUSION PROCESSES

被引：0

|

作者：

NEWELL, GF

机构：

来源：

JOURNAL OF MATHEMATICS AND MECHANICS | 1962年 / 11卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：481 / 496

页数：16

相关论文

共 50 条

[1] 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
[2] ASYMPTOTIC CONDITIONAL DISTRIBUTIONS RELATED TO ONE-DIMENSIONAL GENERALIZED DIFFUSION PROCESSES
Iizuka, Masaru
Maeno, Miyuki
Tomisaki, Matsuyo
[J]. TSUKUBA JOURNAL OF MATHEMATICS, 2006, 30 (02) : 271 - 325
[3] ASYMPTOTIC-BEHAVIOR OF MOMENTS OF ONE-DIMENSIONAL DIFFUSION-PROCESSES
OGURA, Y
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1985, 21 (01) : 64 - 65
[4] LIMIT DISTRIBUTION OF SOME FUNCTIONALS OF ONE-DIMENSIONAL DIFFUSION PROCESSES
SCHUTZE, D
[J]. MATHEMATISCHE NACHRICHTEN, 1979, 87 : 121 - 127
[5] The Exit Time and the Dividend Value Function for One-Dimensional Diffusion Processes
Li, Peng
Yin, Chuancun
Zhou, Ming
[J]. ABSTRACT AND APPLIED ANALYSIS, 2013,
[6] 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
[7] EIGENTIME IDENTITY FOR ONE-DIMENSIONAL DIFFUSION PROCESSES
Cheng, Li-Juan
Mao, Yong-Hua
[J]. JOURNAL OF APPLIED PROBABILITY, 2015, 52 (01) : 224 - 237
[8] Pasting of two one-dimensional diffusion processes
Shevchuk, Roman
[J]. ANNALES MATHEMATICAE ET INFORMATICAE, 2012, 39 : 225 - 239
[9] ON PROLONGATION OF LIFETIME OF ONE-DIMENSIONAL DIFFUSION PROCESSES
CHERKASO.ID
[J]. BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES MATHEMATIQUES ASTRONOMIQUES ET PHYSIQUES, 1967, 15 (05): : 339 - &
[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 →