Probability inequalities of stochastic processes and corresponding hitting times (Q1395961)
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scientific article; zbMATH DE number 1941523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability inequalities of stochastic processes and corresponding hitting times |
scientific article; zbMATH DE number 1941523 |
Statements
Probability inequalities of stochastic processes and corresponding hitting times (English)
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2002
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The authors consider some concepts of dependence of bivariate stochastic processes and the corresponding hitting times. They prove how the dependence structure transfers from the process to the hitting times. Some examples complete the paper.
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associated process
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weakly positive quadrant dependence
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weakly negative quadrant dependence
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hitting times
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