Geodesic
The distribution of the moment of attaining maximum for a~process with independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 4, pp. 720-726

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper an exact form of the distribution of the moment of attaining maximum for a certain class of processes with independent increments is obtained. The asymptotical behaviour of this distribution is investigated. 
@article{TVP_1966_11_4_a13,
     author = {\`E. S. Shtatland},
     title = {The distribution of the moment of attaining maximum for a~process with independent increments},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {720--726},
     publisher = {mathdoc},
     volume = {11},
     number = {4},
     year = {1966},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/}
}
TY  - JOUR
AU  - È. S. Shtatland
TI  - The distribution of the moment of attaining maximum for a~process with independent increments
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1966
SP  - 720
EP  - 726
VL  - 11
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/
LA  - ru
ID  - TVP_1966_11_4_a13
ER  - 
%0 Journal Article
%A È. S. Shtatland
%T The distribution of the moment of attaining maximum for a~process with independent increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1966
%P 720-726
%V 11
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/
%G ru
%F TVP_1966_11_4_a13
È. S. Shtatland. The distribution of the moment of attaining maximum for a~process with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 4, pp. 720-726. http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/