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On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times

✍ Scribed by Nader Ebrahimi

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 96 KB
Volume: 81
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.1996

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✦ Synopsis

A direct approach to derive dependence properties among components of multidimensional stochastic processes has been discussed by N. Ebrahimi (1994, J. Multivariate Anal. 50, 55-67). Dependence properties among hitting times involving multi-dimensional stochastic processes has been initiated by N. Ebrahimi (1987,

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✍ N. Ebrahimi 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 439 KB

A direct approach to derive dependence properties among the hitting times of two processes has been initiated by N. Ebrahimi (1987, J. Appl. Probab. 24 115-122) and explored further by N. Ebrahimi and T. Ramalingam (1988, J. Appl. Probab. 25 355-362; 1989, J. Appl. Probab. 26 287-295). In this paper