First passage time for some stationary processes

Stochastic Processes and their Applications

Volumn 80, Issue 2, 1999, Pages 231-248

  Haiman, George ^a  

^a UNIV LILLE   (France)

Author keywords

60G10; Increments of Wiener process first passage time; Stationary T dependent processes

Indexed keywords

EID: 0012013642     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00088-X     Document Type: Article

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