메뉴 건너뛰기




Volumn 49, Issue 12, 1996, Pages 1299-1338

Sur la distribution de certaines fonctionnelles de l'intégrale du mouvement Brownien avec dérives parabolique et cubique

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030508155     PISSN: 00103640     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1097-0312(199612)49:12<1299::AID-CPA4>3.0.CO;2-5     Document Type: Article
Times cited : (9)

References (28)
  • 2
    • 21844497958 scopus 로고
    • The escape probability for integrated Brownian motion with non-zero drift
    • Atkinson, R. A. ,and Clifford, P., The escape probability for integrated Brownian motion with non-zero drift, J. Appl. Probab. 31, 1994, pp. 921-929.
    • (1994) J. Appl. Probab. , vol.31 , pp. 921-929
    • Atkinson, R.A.1    Clifford, P.2
  • 3
    • 0001010150 scopus 로고
    • On the joint distribution of the maximum and its location for a linear diffusion
    • Csáki, E., Földes, A., and Salminen, P., On the joint distribution of the maximum and its location for a linear diffusion, Ann. Inst. H. Poincaré Probab. Statist. 23, 1987, pp. 179-194.
    • (1987) Ann. Inst. H. Poincaré Probab. Statist. , vol.23 , pp. 179-194
    • Csáki, E.1    Földes, A.2    Salminen, P.3
  • 5
    • 0002641355 scopus 로고
    • Brownian motion with a parabolic drift and Airy functions
    • Groeneboom, P., Brownian motion with a parabolic drift and Airy functions, Probab. Theory Related Fields 81, 1989, pp. 7-109.
    • (1989) Probab. Theory Related Fields , vol.81 , pp. 7-109
    • Groeneboom, P.1
  • 6
    • 0042024666 scopus 로고
    • Another visit to two halflines
    • Hooghiemstra, G., Another visit to two halflines, Adv. in Appl. Probab. 21, 1989, pp. 935-937.
    • (1989) Adv. in Appl. Probab. , vol.21 , pp. 935-937
    • Hooghiemstra, G.1
  • 10
    • 0010878892 scopus 로고
    • Sur l'intégrale du mouvement brownien
    • Lachal, A., Sur l'intégrale du mouvement brownien, C. R. Acad. Sci. Paris Sér. I Math. 311, 1990, pp. 461-464.
    • (1990) C. R. Acad. Sci. Paris Sér. I Math. , vol.311 , pp. 461-464
    • Lachal, A.1
  • 11
    • 0000386340 scopus 로고
    • Sur le premier instant de passage de l'intégrale du mouvement brownien
    • Lachal, A., Sur le premier instant de passage de l'intégrale du mouvement brownien, Ann. Inst. H. Poincaré Probab. Statist. 1991, pp. 385-405.
    • (1991) Ann. Inst. H. Poincaré Probab. Statist. , pp. 385-405
    • Lachal, A.1
  • 12
    • 21144461444 scopus 로고
    • L'intégrale du mouvement brownien
    • Lachal, A., L'intégrale du mouvement brownien, J. Appl. Probab. 30, 1993, pp. 17-27.
    • (1993) J. Appl. Probab. , vol.30 , pp. 17-27
    • Lachal, A.1
  • 13
    • 0000276917 scopus 로고
    • Sur les excursions de l'intégrale du mouvement brownien
    • Lachal, A., Sur les excursions de l'intégrale du mouvement brownien, C. R. Acad. Sci. Paris Sér. I Math. 314, 1992, pp. 1053-1056.
    • (1992) C. R. Acad. Sci. Paris Sér. I Math. , vol.314 , pp. 1053-1056
    • Lachal, A.1
  • 14
    • 0039270951 scopus 로고
    • Dernier instant de passage pour l'intégrale du mouvement brownien
    • Lachal, A., Dernier instant de passage pour l'intégrale du mouvement brownien, Stochastic Process. Appl. 49, 1994, pp. 57-64.
    • (1994) Stochastic Process. Appl. , vol.49 , pp. 57-64
    • Lachal, A.1
  • 17
    • 85033764867 scopus 로고    scopus 로고
    • Sur les temps de passages successifs de l'intégrale du mouvement brownien
    • Lachal, A., Sur les temps de passages successifs de l'intégrale du mouvement brownien, à paraître dans Ann. Inst. H. Poincaré.
    • À Paraître dans Ann. Inst. H. Poincaré
    • Lachal, A.1
  • 18
    • 0010993226 scopus 로고
    • First passage densities for a two-dimensional process
    • Lefèbvre, M., First passage densities for a two-dimensional process, SIAM J. Appl. Math. 49, No. 5, 1989, pp. 1514-1523.
    • (1989) SIAM J. Appl. Math. , vol.49 , Issue.5 , pp. 1514-1523
    • Lefèbvre, M.1
  • 19
    • 0000230359 scopus 로고
    • A winding problem for a resonator driven by a white noise
    • McKean, H. P. Jr., A winding problem for a resonator driven by a white noise, J. Math. Kyoto Univ. 2, 1963, pp. 227-235.
    • (1963) J. Math. Kyoto Univ. , vol.2 , pp. 227-235
    • McKean H.P., Jr.1
  • 22
    • 0000637519 scopus 로고
    • The integral of the absolute value of the pinned Wiener process. Calculation of its probability density by numerical integration
    • Rice, S. O., The integral of the absolute value of the pinned Wiener process. Calculation of its probability density by numerical integration, Ann. Probab. 10, No.1, 1982, pp. 240-243.
    • (1982) Ann. Probab. , vol.10 , Issue.1 , pp. 240-243
    • Rice, S.O.1
  • 23
    • 0000637518 scopus 로고
    • On the integral of the absolute value of the pinned Wiener process
    • Shepp, L. A., On the integral of the absolute value of the pinned Wiener process, Ann. Probab. 10, No. 1, 1982, pp. 234-239.
    • (1982) Ann. Probab. , vol.10 , Issue.1 , pp. 234-239
    • Shepp, L.A.1
  • 24
    • 33645536910 scopus 로고
    • Distribution of some functional of the integral of a random walk
    • Sinai, Ya. G., Distribution of some functional of the integral of a random walk (in Russian), Teoret. Mat. Fiz. 90, 1992, pp. 323-353, English translation in Theoret. and Math. Phys. 90, 1992, pp. 219-241.
    • (1992) Teoret. Mat. Fiz. , vol.90 , pp. 323-353
    • Sinai, Ya.G.1
  • 25
    • 33645536910 scopus 로고
    • Sinai, Ya. G., Distribution of some functional of the integral of a random walk (in Russian), Teoret. Mat. Fiz. 90, 1992, pp. 323-353, English translation in Theoret. and Math. Phys. 90, 1992, pp. 219-241.
    • (1992) Theoret. and Math. Phys. , vol.90 , pp. 219-241
  • 26
    • 34249839748 scopus 로고
    • Statistics of shocks in solutions of inviscid Burgers equation
    • Sinai, Ya. G., Statistics of shocks in solutions of inviscid Burgers equation, Comm. Math. Phys. 148, 1992, pp. 601-621.
    • (1992) Comm. Math. Phys. , vol.148 , pp. 601-621
    • Sinai, Ya.G.1
  • 27
    • 0040781981 scopus 로고
    • On the zeros of Gaussian noise
    • M. Rosenblatt, ed., Wiley, New York
    • Slepian, D., and Hill, M., On the zeros of Gaussian noise, pp. 104-115 in: Time Series Analysis, M. Rosenblatt, ed., Wiley, New York, 1963.
    • (1963) Time Series Analysis , pp. 104-115
    • Slepian, D.1    Hill, M.2
  • 28
    • 0043026503 scopus 로고
    • An independence in Brownian motion with constant drift
    • Stern, F., An independence in Brownian motion with constant drift, Ann. Probab. 5, 1977, pp. 571-572.
    • (1977) Ann. Probab. , vol.5 , pp. 571-572
    • Stern, F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.