Local maxima of the sample functions of the n-parameter Bessel process

DOI10.1016/0304-4149(79)90025-5MaRDI QIDQ1136423zbMATH OpenOpenAlexFDO

Authors Madan L. Puri, Lanh Tat Tran

Publication date 1979

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(79)90025-5

zbMATH Keywords

Bessel processlocal maximasample functionWiener process

Mathematics Subject Classification ID

Sample path properties (60G17) Random fields (60G60)

Cites work

• A Generalized Paley-Wiener-Zygmund Integral and Its Applications
• A Multi-Parameter Gaussian Process
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
• Fonctions al�atoires de deux variables presque surement a echantillons continus sur un domaine rectangulaire borne
• scientific article; zbMATH DE number 3123503 (Why is no real title available?)
• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• scientific article; zbMATH DE number 3070787 (Why is no real title available?)
• Local Maxima of the Sample Functions of the Two-Parameter Wiener Process
• Orthogonal developments of functionals and related theorems in the Wiener space of functions of two variables
• Sample functions of the \(N\)-parameter Wiener process
• Some Sample Function Properties of the Two-parameter Gaussian Process
• The Hausdorff dimension of the range of the N-parameter Wiener process
• Wiener Measure in a Space of Functions of Two Variables

Cited in

(1)

• The Hausdorff \(\alpha\)-dimensional measures of the level sets and the graph of the N-parameter Wiener process

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