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Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum

โœ Scribed by A. N. Borodin


Publisher
Springer US
Year
2011
Tongue
English
Weight
728 KB
Volume
176
Category
Article
ISSN
1573-8795

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The frequency distribution of the annual
โœ A. F. Jenkinson ๐Ÿ“‚ Article ๐Ÿ“… 1955 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 627 KB

## Abstract It is shown that the probability __P__ that the annual maximum value of a meteorological element is less than a given value __x__ can be expressed as exp equation image where __a__ and __k__ are constants such that __ak__ is positive. The parameters __a__ and __k__ can be evaluated f