On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times

DOI10.1006/JMVA.2001.1996zbMath1175.90120OpenAlexW2045982294MaRDI QIDQ1604623

Nader Ebrahimi

Publication date: 8 July 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.1996

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Related Items (2)

Dependence properties of dynamic credit risk models ⋮ Dependence properties and comparison results for Lévy processes

Cites Work

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• Positively correlated normal variables are associated
• On the dependence of structure of multivariate processes and corresponding hitting times
• On the dependence structure of hitting times of univariate processes
• Bivariate processes with positive or negative dependent structures
• On the dependence structure of hitting times of multivariate processes
• Stochastic differential equations. An introduction with applications.

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