THE TANGENT APPROXIMATION TO ONE-SIDED BROWNIAN EXIT DENSITIES

被引：22

|

作者：

FEREBEE, B

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1982年 / 61卷 / 03期

关键词：

D O I：

10.1007/BF00539832

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：309 / 326

页数：18

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