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On the dependence structure of hitting times of multivariate processes

✍ Scribed by Nader Ebrahimi; T. Ramalingam

Book ID
107950317
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
76 KB
Volume
26
Category
Article
ISSN
0304-4149

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πŸ“œ SIMILAR VOLUMES

On the Dependence of Structure of Multiv
On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times
✍ N. Ebrahimi πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 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

On the Dependence Structure of Certain M
On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times
✍ Nader Ebrahimi πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 96 KB

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. E