The conditional dependence of stochastic processes and their corresponding hitting times
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Publication:3517656
DOI10.12988/IMF.2006.06021zbMATH Open1146.60028OpenAlexW2741190792MaRDI QIDQ3517656FDOQ3517656
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
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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