Extreme sojourns of diffusion processes
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Publication:1098498
DOI10.1214/aop/1176991908zbMath0637.60089OpenAlexW2031597222MaRDI QIDQ1098498
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991908
Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items (4)
A central limit theorem for extreme sojourns of diffusion processes ⋮ Extrema of a Gaussian random field: Berman's sojourn time method ⋮ On sojourn of Brownian motion inside moving boundaries ⋮ Subexponentiality of the product of independent random variables
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