High level sojourns of a diffusion process on a long interval

DOI10.1007/BF00538796zbMath0509.60079MaRDI QIDQ4747343

Simeon M. Berman

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processscale functionsojourns and extremeshigh level sojourns

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

A central limit theorem for extreme sojourns of diffusion processes

Cites Work

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• A compound Poisson limit for stationary sums, and sojourns of Gaussian processes
• Sojourns and extremes of stationary processes
• Sojourns and extremes of a diffusion process on a fixed interval
• Limiting Distribution of the Maximum of a Diffusion Process

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