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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
Fulltext:
PDF file (344 kB)
English version:
Theory of Probability and its Applications, 1964,
9
:2,
338–342
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2024