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Volumn 121, Issue 1, 2001, Pages 30-48

Capture time of Brownian pursuits

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EID: 0035603371     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00008796     Document Type: Article
Times cited : (12)

References (19)
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    • Burkholder, D.L.1
  • 9
    • 0040044512 scopus 로고    scopus 로고
    • Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space
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  • 10
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    • Birkhäuser, Boston
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    • Kesten, H.1
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    • 85088341186 scopus 로고    scopus 로고
    • Lower tail probabilities of Gaussian processes
    • Li, W.V., Shao, Q.M.: Lower tail probabilities of Gaussian processes. To appear in Ann. Probab
    • Ann. Probab
    • Li, W.V.1    Shao, Q.M.2
  • 17
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    • Probability estimates for lower levels of certain Gaussian processes with stationary increments
    • E. Gine, D. Mason, J. Wellner (eds.). Birkhäuser, Boston
    • Marcus, M.: Probability estimates for lower levels of certain Gaussian processes with stationary increments. High dimensional Probability II, progress in probability 47, 173-179, E. Gine, D. Mason, J. Wellner (eds.). Birkhäuser, Boston (2000)
    • (2000) High Dimensional Probability II, Progress in Probability , vol.47 , pp. 173-179
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    • Distribution of the maximum of a fractional Brownian motion
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  • 19
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    • Some theorems concerning two-dimensional Brownian motion
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    • Spitzer, F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.