Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set

DOI10.1016/0304-4149(82)90004-7zbMath0485.60040MaRDI QIDQ1164317

S. Singh

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90004-7

zbMATH Keywords

factorial moments; zero crossings; absolutely continuous sample paths; constrained zero crossings; points of density

Mathematics Subject Classification ID

60G17: Sample path properties

60G20: Generalized stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)