Stable processes with an absorbing barrier
HTML articles powered by AMS MathViewer
- by Daniel Ray
- Trans. Amer. Math. Soc. 89 (1958), 16-24
- DOI: https://doi.org/10.1090/S0002-9947-1958-0105178-5
- PDF | Request permission
References
- D. A. Darling, The maximum of sums of stable random variables, Trans. Amer. Math. Soc. 83 (1956), 164–169. MR 80393, DOI 10.1090/S0002-9947-1956-0080393-6
- Glen Baxter and M. D. Donsker, On the distribution of the supremum functional for processes with stationary independent increments, Trans. Amer. Math. Soc. 85 (1957), 73–87. MR 84900, DOI 10.1090/S0002-9947-1957-0084900-X
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896 Joanne Elliott, paper to appear in the Illinois Journal of Mathematics.
- G. A. Hunt, Some theorems concerning Brownian motion, Trans. Amer. Math. Soc. 81 (1956), 294–319. MR 79377, DOI 10.1090/S0002-9947-1956-0079377-3
- Mark Kac and Harry Pollard, The distribution of the maximum of partial sums of independent random variables, Canad. J. Math. 2 (1950), 375–384. MR 36465, DOI 10.4153/cjm-1950-034-9 E. C. Titchmarsh, The theory of functions, Oxford, 1939.
Bibliographic Information
- © Copyright 1958 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 89 (1958), 16-24
- MSC: Primary 60.00
- DOI: https://doi.org/10.1090/S0002-9947-1958-0105178-5
- MathSciNet review: 0105178