High excursions of Bessel and related random processes
From MaRDI portal
Publication:2186651
DOI10.1016/j.spa.2020.02.002zbMath1456.60088OpenAlexW3004565801MaRDI QIDQ2186651
Vladimir I. Piterbarg, Igor V. Rodionov
Publication date: 9 June 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2020.02.002
Related Items (3)
On the maximum of a Gaussian process with unique maximum point of its variance ⋮ Strong invariance principles for ergodic Markov processes ⋮ Correction to: ``On maximum of Gaussian random fields having unique maximum point of its variance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- High extrema of Gaussian chaos processes
- Extremes of locally stationary chi-square processes with trend
- The law of the maximum of a Bessel bridge
- High excursions for nonstationary generalized chi-square processes
- A survey and some generalizations of Bessel processes
- On maximum of Gaussian random field having unique maximum point of its variance
- Piterbarg theorems for chi-processes with trend
- On the maximum of a Gaussian process with unique maximum point of its variance
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process
- Crossing probabilities for a square root boundary by a bessel process
- CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
- Limit Theorem for High Levela-Upcrossings by $\chi$-Process
- High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
This page was built for publication: High excursions of Bessel and related random processes
