Maximum and minimum of one-dimensional diffusions
type: Item
instance of: scholarly article
title: Maximum and minimum of one-dimensional diffusions
zbMATH Open document ID: 0487.60067
DOI: 10.1016/0304-4149(82)90002-3
author: Richard A. Davis
published in: Stochastic Processes and their Applications
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 3766813
zbMATH Keywords: recurrent diffusion
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: time change
zbMATH Keywords: extreme value
zbMATH Keywords: distribution
MaRDI profile type: Publication
full work available at URL: 0304-4149(82)90002-3
OpenAlex ID: W2040045478
cites work: Limiting Distribution of the Maximum of a Diffusion Process
cites work: Maxima and High Level Excursions of Stationary Gaussian Processes
cites work: On some global measures of the deviations of density function estimates
cites work: Sur la distribution limite du terme maximum d'une série aléatoire
cites work: Q5633348
cites work: Q5332526
cites work: Q5570526
cites work: Q5723525
cites work: Upcrossing Probabilities for Stationary Gaussian Processes
cites work: Asymptotic Properties of Gaussian Processes
Wikidata QID: Q127629727
description: scientific article; zbMATH DE number 3766813