Maximum and minimum of one-dimensional diffusions (Q1165523)

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Maximum and minimum of one-dimensional diffusions
scientific article

    Statements

    title
    Maximum and minimum of one-dimensional diffusions (English)
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    author
    Richard A. Davis
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    publication date
    1982
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    Mathematics Subject Classification ID
    60J60
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    60F05
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    60G99
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    zbMATH DE Number
    3766813
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    zbMATH Keywords
    recurrent diffusion
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    Ornstein-Uhlenbeck process
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    time change
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    extreme value
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    distribution
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    OpenAlex ID
    W2040045478
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    Wikidata QID
    Q127629727
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