Passage-time moments for continuous non-negative stochastic processes and applications

Advances in Applied Probability

Volumn 28, Issue 3, 1996, Pages 747-762

  Menshikov, M ^a   Williams, R J ^b  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Diffusions; Passage time moments; Reflected brownian motion in a wedge; Sub supermartingale inequalities

Indexed keywords

EID: 0000285063     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800046474     Document Type: Article

References (16)

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