High level sojourns of a diffusion process on a long interval

DOI10.1007/BF00538796MaRDI QIDQ4747343zbMATH OpenFDO

Authors Simeon M. Berman

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00538796

zbMATH Keywords

high level sojournsOrnstein-Uhlenbeck processscale functionsojourns and extremes

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites work

• A compound Poisson limit for stationary sums, and sojourns of Gaussian processes
• scientific article; zbMATH DE number 3166637 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Limiting Distribution of the Maximum of a Diffusion Process
• Sojourns and extremes of a diffusion process on a fixed interval
• Sojourns and extremes of stationary processes

Cited in

(1)

• A central limit theorem for extreme sojourns of diffusion processes

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