The conditional dependence of stochastic processes and their corresponding hitting times

DOI10.12988/IMF.2006.06021MaRDI QIDQ3517656zbMATH OpenOpenAlexFDO

Authors

Publication date 12 August 2008

Published in International Mathematical Forum (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ea5af2d3509f6a66850d0d9e88a404eabfa21657

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) General theory of stochastic processes (60G07)

Cited in

(4)

• On the dependence structure of hitting times of multivariate processes
• On the dependence of structure of multivariate processes and corresponding hitting times
• On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
• LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS

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