Minima of Independent Bessel Processes and of Distances Between Brownian Particles
From MaRDI portal
Publication:4204928
DOI10.1112/jlms/s2-43.2.355zbMath0686.60086MaRDI QIDQ4204928
Publication date: 1991
Published in: Journal of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/jlms/s2-43.2.355
60J65: Brownian motion
Related Items
Stochastic integral representations and classification of sum- and max-infinitely divisible processes, Minima and maxima of elliptical arrays and spherical processes, Stationary systems of Gaussian processes, Extremes of independent Gaussian processes, Fluctuations for annihilations of Brownian spheres, Extremes of \(q\)-Ornstein-Uhlenbeck processes, Ergodic properties of max-infinitely divisible processes