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

DOI10.1016/0304-4149(79)90025-5zbMath0427.60052OpenAlexW1971786473MaRDI QIDQ1136423

Madan Lal 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

Wiener processBessel processlocal maximasample function

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

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• The Hausdorff dimension of the range of the N-parameter Wiener process
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• A Multi-Parameter Gaussian Process
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• A Generalized Paley-Wiener-Zygmund Integral and Its Applications
• Wiener Measure in a Space of Functions of Two Variables
• Some Sample Function Properties of the Two-parameter Gaussian Process
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables

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