Limiting distribution of the maximum of a null recurrent diffusion process
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Publication:1932493
DOI10.2996/kmj/1352985458zbMath1278.60120MaRDI QIDQ1932493
Publication date: 18 January 2013
Published in: Kodai Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.kmj/1352985458
diffusionscale functionsubstitutionspeed measureconvergence of finite dimensional distributionscanonical extremal processinverse process
60J60: Diffusion processes