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
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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},
year = {1966},
volume = {11},
number = {4},
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 UR - http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/ LA - ru ID - TVP_1966_11_4_a13 ER -
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/