STOCHASTIC BARRIERS FOR THE WIENER PROCESS

被引：4

作者：

PARK, C ^{[1
]}

BEEKMAN, JA ^{[1
]}

机构：

[1] BALL STATE UNIV,DEPT MATH SCI,MUNCIE,IN 47306

来源：

JOURNAL OF APPLIED PROBABILITY | 1983年 / 20卷 / 02期

关键词：

D O I：

10.2307/3213806

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：338 / 348

页数：11

共 50 条

[1] STOCHASTIC BARRIERS FOR THE WIENER PROCESS AND A MATHEMATICAL-MODEL
PARK, C
LECTURE NOTES IN MATHEMATICS, 1982, 939 : 122 - 130
[2] STOCHASTIC CALCULUS FOR ANALOGUE OF WIENER PROCESS
Im, Man Kyu
Kim, Jae-Hee
JOURNAL OF THE KOREAN SOCIETY OF MATHEMATICAL EDUCATION SERIES B-PURE AND APPLIED MATHEMATICS, 2007, 14 (04): : 335 - 354
[3] A STOPPED WIENER PROCESS FORMULA WITH 2 BARRIERS
KHAN, RA
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1985, 47 (JUN): : 285 - 290
[4] THE WIENER-FEYNMAN STOCHASTIC-PROCESS ON A SUPERSPACE
KHRENNIKOV, AY
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1993, 38 (03) : 533 - 537
[5] An approximation of stochastic hyperbolic equations: case with Wiener process
Ashyralyev, Allaberen
Akat, Muzaffer
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2013, 36 (09) : 1095 - 1106
[6] Stochastic Volterra equations driven by cylindrical Wiener process
Anna Karczewska
Carlos Lizama
Journal of Evolution Equations, 2007, 7 : 373 - 386
[7] Performance Degradation of Aeroengines Based on Stochastic Wiener Process
Zhao H.-L.
Zhang M.
Tuijin Jishu/Journal of Propulsion Technology, 2021, 42 (03): : 488 - 494
[8] Stochastic Volterra equations driven by cylindrical Wiener process
Karczewska, Anna
Lizama, Carlos
JOURNAL OF EVOLUTION EQUATIONS, 2007, 7 (02) : 373 - 386
[9] Stochastic evolution equations with a spatially homogeneous Wiener process
Peszat, S
Zabczyk, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1997, 72 (02) : 187 - 204
[10] Baldovin-Stella stochastic volatility process and Wiener process mixtures
P. P. Peirano
D. Challet
The European Physical Journal B, 2012, 85

← 1 2 3 4 5 →