Some joint distributions for Markov process (Q674671)
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scientific article; zbMATH DE number 987505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some joint distributions for Markov process |
scientific article; zbMATH DE number 987505 |
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Some joint distributions for Markov process (English)
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12 October 1997
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We study the joint distributions of four random variables \(h(\omega)\) (stopping time or optional time), location \(x(h)\), \(l(\omega)\) (co-optional time) and location \(x(l)\) for Markov processes. Some distributions for \(d(\geq 3)\)-dimensional Brownian motion and the joint distribution of first exit and last exit locations for symmetric stable processes are found.
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co-optional time
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stopping time
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Brownian motion
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symmetric stable processes
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