HIGH-LEVEL SOJOURNS OF A DIFFUSION PROCESS ON A LONG INTERVAL

[1] SOJOURNS AND EXTREMES OF STATIONARY-PROCESSES [J]. ANNALS OF PROBABILITY, 1982, 10 (01) : 1 - 46

[2] LIMITING DISTRIBUTION OF MAXIMUM OF DIFFUSION PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01): : 319 - &

[3] A COMPOUND POISSON LIMIT FOR STATIONARY SUMS, AND SOJOURNS OF GAUSSIAN-PROCESSES [J]. ANNALS OF PROBABILITY, 1980, 8 (03) : 511 - 538

[4] BERMAN SM, UNPUB ADV APP PROBAB

[5] de Haan L.F.M., 1970, REGULAR VARIATION IT

[6] Ito K., 1965, DIFFUSION PROCESSES

[7] MANDL P, 1968, ANAL TREATMENT ONE D

[8] Volkonskii V. A., 1958, TEOR VEROYATNOST PRI, V3, P332

[1] SOJOURNS AND EXTREMES OF STATIONARY-PROCESSES [J]. ANNALS OF PROBABILITY, 1982, 10 (01) : 1 - 46

[2] LIMITING DISTRIBUTION OF MAXIMUM OF DIFFUSION PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01): : 319 - &

[3] A COMPOUND POISSON LIMIT FOR STATIONARY SUMS, AND SOJOURNS OF GAUSSIAN-PROCESSES [J]. ANNALS OF PROBABILITY, 1980, 8 (03) : 511 - 538

[4] BERMAN SM, UNPUB ADV APP PROBAB

[5] de Haan L.F.M., 1970, REGULAR VARIATION IT

[6] Ito K., 1965, DIFFUSION PROCESSES

[7] MANDL P, 1968, ANAL TREATMENT ONE D

[8] Volkonskii V. A., 1958, TEOR VEROYATNOST PRI, V3, P332