On functionals of the adjusted range process

DOI10.2307/3214077zbMATH Open0621.60088OpenAlexW2321200596MaRDI QIDQ3757103FDOQ3757103

Gerard Hooghiemstra

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214077

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zbMATH Keywords

Brownian motionWiener measuredistributions of simple functionals

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (2)

• On first range times of linear diffusions
• Functional regular variations, Pareto processes and peaks over threshold

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