FLUCTUATION IDENTITIES FOR LEVY PROCESSES AND SPLITTING AT THE MAXIMUM

被引：69

作者：

GREENWOOD, P ^{[1
]}

PITMAN, J ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,DEPT STAT,BERKELEY,CA 94720

来源：

关键词：

D O I：

10.2307/1426747

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：893 / 902

页数：10

共 14 条

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[3]

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ITO K, 1970, 6TH P BERK S MATH ST, P225

[6] EXIT SYSTEMS [J].

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[7]

Meyer P. A., 1971, LECT NOTES MATH, V191, P209

[8]

Millar P. W., 1977, P S PURE MATH, V31, P91

[9]

MILLAR PW, 1977, T AM MATH SOC, V226, P365

PECHERSK.EA ;

ROGOZIN, BA .

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (03) :410-&