Probability inequalities of stochastic processes and corresponding hitting times (Q1395961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability inequalities of stochastic processes and corresponding hitting times |
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Probability inequalities of stochastic processes and corresponding hitting times (English)
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2002
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The authors consider some concepts of dependence of bivariate stochastic processes and the corresponding hitting times. They prove how the dependence structure transfers from the process to the hitting times. Some examples complete the paper.
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associated process
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weakly positive quadrant dependence
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weakly negative quadrant dependence
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hitting times
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