On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
type: Item
instance of: scholarly article
title: On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
zbMATH Open document ID: 1175.90120
author: Nader Ebrahimi
published in: Journal of Multivariate Analysis
publication date: 2002-07-08T00:00:00Z
Mathematics Subject Classification ID: 90B25
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 1764698
MaRDI profile type: Publication
full work available at URL: jmva.2001.1996
OpenAlex ID: W2045982294
cites work: Bivariate processes with positive or negative dependent structures
cites work: On the dependence of structure of multivariate processes and corresponding hitting times
cites work: Q4353275
cites work: On the dependence structure of hitting times of univariate processes
cites work: On the dependence structure of hitting times of multivariate processes
cites work: Q3923307
cites work: Stochastic differential equations. An introduction with applications.
cites work: Positively correlated normal variables are associated
cites work: Q5526189
DOI: 10.1006/JMVA.2001.1996
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description: scientific article; zbMATH DE number 1764698