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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1964 Volume 9, Issue 2, Pages 373–378 (Mi tvp384)

Short Communications

Über die Verteilung der Maximumstellen des Diffusionsprozesses mit dem variabelen Parameter

W. I. Babkin

Moskau

Abstract: The distribution function, density function, and characteristic function are found for the position of the maximum of a diffusion process whose parameter changes at a point.

Received: 09.02.1963


 English version:
Theory of Probability and its Applications, 1964, 9:2, 338–342

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