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Properties of the maximum and minimum of a process with independent increments - MaRDI portal

Properties of the maximum and minimum of a process with independent increments (Q1325500)

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scientific article; zbMATH DE number 572717
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English
Properties of the maximum and minimum of a process with independent increments
scientific article; zbMATH DE number 572717

    Statements

    Properties of the maximum and minimum of a process with independent increments (English)
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    29 June 1994
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    See the review in Zbl 0673.60078.
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    Cramer condition
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    process with independent increments
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