Joint distributions of the maximum and the process for higher-order diffusions

Stochastic Processes and their Applications

Volumn 94, Issue 1, 2001, Pages 71-93

  Beghin, L ^a   Orsingher, E ^a   Ragozina, T ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b Birsk Branch of Federal State Budgetary Educational Establishment of Higher Education Bashkir State University   (Russian Federation)

Author keywords

Airy functions; Feynman Kac functional; Fractional integration; Higher order heat type equations; Laplace transforms; Maximal distributions; Signed measures; Stable laws

Indexed keywords

EID: 0041401266     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00105-8     Document Type: Article

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