Limiting distribution of the maximum of a null recurrent diffusion process

DOI10.2996/KMJ/1352985458zbMATH Open1278.60120OpenAlexW2008032663MaRDI QIDQ1932493

Genki Tahara, Yuji Kasahara

Publication date: 18 January 2013

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kmj/1352985458

zbMATH Keywords

diffusionscale functionsubstitutionspeed measureconvergence of finite dimensional distributionscanonical extremal processinverse process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

Existence of limiting distribution for affine processes

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