Maximum and minimum of one-dimensional diffusions
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Publication:1165523
DOI10.1016/0304-4149(82)90002-3zbMath0487.60067OpenAlexW2040045478WikidataQ127629727 ScholiaQ127629727MaRDI QIDQ1165523
Publication date: 1982
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(82)90002-3
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic processes (60G99)
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Cites Work
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- On some global measures of the deviations of density function estimates
- Sur la distribution limite du terme maximum d'une série aléatoire
- Limiting Distribution of the Maximum of a Diffusion Process
- Upcrossing Probabilities for Stationary Gaussian Processes
- Maxima and High Level Excursions of Stationary Gaussian Processes
- Asymptotic Properties of Gaussian Processes
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