The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments
- 1 January 1966
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 11 (4) , 637-642
- https://doi.org/10.1137/1111071
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the First Passage Time for One Class of Processes with Independent IncrementsTheory of Probability and Its Applications, 1965
- On the Distribution of the Maximum of a Process with Independent IncrementsTheory of Probability and Its Applications, 1965
- The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent IncrementsTheory of Probability and Its Applications, 1964
- A combinatorial lemma and its application to probability theoryTransactions of the American Mathematical Society, 1956